Mathias Hoffmann
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Mathias Hoffmann & Toshihiro Okubo, 2021.
"Comparative advantage and pathways to financial development: evidence from Japan’s silk-reeling industry,"
ECON - Working Papers
387, Department of Economics - University of Zurich.
- Mathias Hoffmann & Toshihiro Okubo, 2021. "Comparative advantage and pathways to financial development: evidence from Japan’s silk-reeling industry," IEW - Working Papers 387, Institute for Empirical Research in Economics - University of Zurich.
Cited by:
- Thomas Nitschka, 2009. "Momentum in stock market returns, risk premia on foreign currencies and international financial integration," IEW - Working Papers 405, Institute for Empirical Research in Economics - University of Zurich.
- Mathias Hoffmann & Iryna Stewen & Michael Stiefel, 2021.
"Growing Like Germany: Local Public Debt, Local Bank, Low Private Investment,"
CESifo Working Paper Series
9496, CESifo.
- Mathias Hoffmann & Iryna Stewen & Michael Stiefel, 2021. "Growing like Germany: local public debt, local banks, low private investment," ECON - Working Papers 380, Department of Economics - University of Zurich, revised Dec 2023.
- Hoffmann, Mathias & Stewen, Iryna & Stiefel, Michael, 2022. "Growing like Germany: Local public debt, local banks, low private investment," Bank of Finland Research Discussion Papers 9/2022, Bank of Finland.
- Stewen, Iryna & Hoffmann, Mathias & Stiefel, Michael, 2021. "Growing Like Germany: Local Public Debt, Local Banks, Low Private Investment," CEPR Discussion Papers 15912, C.E.P.R. Discussion Papers.
- Stewen, Iryna & Hoffmann, Mathias & Stiefel, Michael, 2021. "Growing Like Germany: Local Public Debt, Local Banks, Low Private Investment," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242412, Verein für Socialpolitik / German Economic Association.
- Mathias Hoffmann & Iryna Stewen & Michael Stiefel, 2021. "Growing Like Germany: Local Public Debt, Local Banks, Low Private Investment," Working Papers 2103, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
Cited by:
- Ivan T. Ivanov & Tom Zimmermann, 2023.
"The “Privatization” of Municipal Debt,"
Working Paper Series
WP 2023-30, Federal Reserve Bank of Chicago.
- Ivanov, Ivan T. & Zimmermann, Tom, 2024. "The “Privatization” of municipal debt," Journal of Public Economics, Elsevier, vol. 237(C).
- Ivan T. & Tom Zimmermann, 2021. "The "Privatization" of Municipal Debt," ECONtribute Discussion Papers Series 062, University of Bonn and University of Cologne, Germany.
- Ivanov, Ivan T. & Zimmermann, Tom, 2024. "The "privatization" of municipal debt," CFR Working Papers 24-04, University of Cologne, Centre for Financial Research (CFR).
- Xiaoming Li & Zheng Liu & Yuchao Peng & Zhiwei Xu, 2024. "The Crowding-In Effects of Local Government Debt in China," Working Paper Series 2024-35, Federal Reserve Bank of San Francisco.
- Morais,Bernardo & Perez-Estrada,Javier & Peydró,José-Luis & Ruiz Ortega,Claudia, 2021.
"Expansionary Austerity : Reallocating Credit Amid Fiscal Consolidation,"
Policy Research Working Paper Series
9655, The World Bank.
- Peydró, José-Luis & Morais, Bernardo & Ruiz-Ortega, Claudia & Perez-Estrada, Javier, 2021. "Expansionary Austerity: Reallocating Credit Amid Fiscal Consolidation," CEPR Discussion Papers 16511, C.E.P.R. Discussion Papers.
- Bernardo Morais & José-Luis Peydró & Claudia Ruiz-Ortega, 2021. "Expansionary Austerity: Reallocating Credit Amid Fiscal Consolidation," International Finance Discussion Papers 1323, Board of Governors of the Federal Reserve System (U.S.).
- Asatryan, Zareh & Heinemann, Friedrich & Nover, Justus, 2022. "The other government: State-owned enterprises in Germany and their implications for the core public sector," ZEW Expert Briefs 22-08, ZEW - Leibniz Centre for European Economic Research.
- Sørensen, Bent E & Hoffmann, Mathias & Maslov, Egor, 2019.
"Small Firms and Domestic Bank Dependence in Europe's Great Recession,"
CEPR Discussion Papers
13691, C.E.P.R. Discussion Papers.
- Hoffmann, Mathias & Maslov, Egor & Sørensen, Bent E., 2022. "Small firms and domestic bank dependence in Europe's great recession," Journal of International Economics, Elsevier, vol. 137(C).
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2019. "Small firms and domestic bank dependence in Europe’s great recession," CAMA Working Papers 2019-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2021. "Small firms and domestic bank dependence in Europe’s Great Recession," ECON - Working Papers 397, Department of Economics - University of Zurich.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2019. "Small Firms and Domestic Bank Dependence in Europe's Great Recession," CESifo Working Paper Series 7897, CESifo.
- Mathias Hoffmann & Bent E. Sorensen, 2015. "Small Firms and Domestic Bank Dependence in Europe’s Great Recession," European Economy - Discussion Papers 012, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
Cited by:
- Alan Finkelstein Shapiro & Brendan Epstein, 2018. "Banking and Financial Access Reforms, Labor Markets, and Financial Shocks," 2018 Meeting Papers 2, Society for Economic Dynamics.
- Tommaso Colozza & Emilio Barucci, 2021. "European financial systems through the crisis: Patterns and convergence," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1451-1485, November.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020.
"Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized,"
IHEID Working Papers
18-2020, Economics Section, The Graduate Institute of International Studies.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," ECON - Working Papers 374, Department of Economics - University of Zurich.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," BIS Working Papers 897, Bank for International Settlements.
- Barbaglia, Luca & Fatica, Serena & Rho, Caterina, 2023.
"Flooded credit markets: physical climate risk and small business lending,"
JRC Working Papers in Economics and Finance
2023-14, Joint Research Centre, European Commission.
- Luca Barbaglia & Serena Fatica & Caterina Rho, 2024. "Flooded credit markets: physical climate risk and small business lending," Mo.Fi.R. Working Papers 186, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Schoenmaker, Dirk & Duijm, Patty, 2017.
"European Banks Straddling Borders: Risky or Rewarding?,"
CEPR Discussion Papers
12159, C.E.P.R. Discussion Papers.
- Duijm, Patty & Schoenmaker, Dirk, 2021. "European banks straddling borders: Risky or rewarding?," Finance Research Letters, Elsevier, vol. 38(C).
- Cavallaro, Eleonora & Villani, Ilaria, 2021. "Real income convergence and the patterns of financial integration in the EU," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
- Epstein, Brendan & Finkelstein Shapiro, Alan, 2017. "Banking and Financial Participation Reforms, Labor Markets, and Financial Shocks," MPRA Paper 88697, University Library of Munich, Germany.
- Hüttl, Pia & Kaldorf, Matthias, 2024. "The transmission of bank liquidity shocks: Evidence from the Eurosystem collateral framework," Discussion Papers 04/2024, Deutsche Bundesbank.
- Masuch, Klaus & Anderton, Robert & Setzer, Ralph & Benalal, Nicholai, 2018. "Structural policies in the euro area," Occasional Paper Series 210, European Central Bank.
- Sumei Luo & Yuxi Zhang & Guangyou Zhou, 2018. "Financial Structure and Financing Constraints: Evidence on Small- and Medium-Sized Enterprises in China," Sustainability, MDPI, vol. 10(6), pages 1-20, May.
- Markus Demary & Joanna Hornik & Gibran Watfe, 2016.
"SME Financing in the EU: Moving beyond one-size-fits-all,"
Bruges European Economic Policy Briefings
40, European Economic Studies Department, College of Europe.
- Demary, Markus & Hornik, Joanna & Watfe, Gibran, 2016. "SME financing in the EU: Moving beyond one-size-fits-all," IW-Reports 11/2016, Institut der deutschen Wirtschaft (IW) / German Economic Institute.
- Pilar Poncela & Filippo Pericoli & Anna Manca & Filippo Michela Nardo, 2016. "Risk Sharing in Europe," JRC Research Reports JRC104621, Joint Research Centre.
- Sørensen, Bent E & Hoffmann, Mathias & Maslov, Egor & Stewen, Iryna, 2018.
"Are Banking and Capital Markets Union Complements? Evidence from Channels of Risk Sharing in the Eurozone,"
CEPR Discussion Papers
13254, C.E.P.R. Discussion Papers.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen & Iryna Stewen, 2018. "Are banking and capital markets union complements? Evidence from channels of risk sharing in the eurozone," ECON - Working Papers 311, Department of Economics - University of Zurich.
Cited by:
- Gaetano Basso & Francesco D'Amuri & Giovanni Peri, 2018.
"Immigrants, Labor Market Dynamics and Adjustment to Shocks in the Euro Area,"
NBER Working Papers
25091, National Bureau of Economic Research, Inc.
- Gaetano Basso & Francesco D'Amuri & Giovanni Peri, 2018. "Immigrants, labor market dynamics and adjustment to shocks in the Euro Area," Temi di discussione (Economic working papers) 1195, Bank of Italy, Economic Research and International Relations Area.
- Gaetano Basso & Francesco D’Amuri & Giovanni Peri, 2019. "Immigrants, Labor Market Dynamics and Adjustment to Shocks in the Euro Area," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 528-572, September.
- Joseba Martinez & Thomas Philippon & Markus Sihvonen, 2019.
"Does a Currency Union Need a Capital Market Union? Risk Sharing via Banks and Markets,"
NBER Working Papers
26026, National Bureau of Economic Research, Inc.
- Martinez, Joseba & Sihvonen, Markus, 2019. "Does a Currency Union Need a Capital Market Union? Risk Sharing via Banks and Markets," CEPR Discussion Papers 14220, C.E.P.R. Discussion Papers.
- Jokivuolle, Esa & Virén, Matti, 2019. "Cross-border loan portfolio diversification, capital requirements, and the European Banking Union," BoF Economics Review 3/2019, Bank of Finland.
- Badarau, Cristina & Carias, Marcos & Figuet, Jean-Marc, 2020. "Cross-border spillovers of macroprudential policy in the Euro area," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 1-13.
- Martinez, Joseba & Philippon, Thomas & Sihvonen, Markus, 2022.
"Does a currency union need a capital market union?,"
Journal of International Economics, Elsevier, vol. 139(C).
- Thomas Philippon & Joseba Martinez, 2015. "Does a Currency Union Need a Capital Market Union?," 2015 Meeting Papers 501, Society for Economic Dynamics.
- Joseba Martinez & Markus Sihvonen & Thomas Philippon, 2019. "Does a Currency Union Need a Capital market Union?," 2019 Meeting Papers 822, Society for Economic Dynamics.
- Herzberg, Valerie & McQuade, Peter, 2018. "International bank flows and bank business models since the crisis," Financial Stability Notes 5/FS/18, Central Bank of Ireland.
- Peter Dreuw, 2023. "Structural time series models and synthetic controls—assessing the impact of the euro adoption," Empirical Economics, Springer, vol. 64(2), pages 681-725, February.
- Samuel Cudre & Mathias Hoffmann, 2016.
"A provincial view of global imbalances: regional capital flows in China,"
CAMA Working Papers
2016-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Samuel Cudré & Mathias Hoffmann, 2017. "A provincial view of global imbalances: regional capital flows in China," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(3), pages 573-599, August.
- Samuel Cudré & Mathias Hoffmann, 2014. "A provincial view of global imbalances: regional capital flows in China," ECON - Working Papers 162, Department of Economics - University of Zurich.
Cited by:
- Zhai, Weiyang & Yoshida, Yushi, 2020.
"Revisiting the Glick-Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries,"
MPRA Paper
99446, University Library of Munich, Germany.
- Yushi Yoshida & Weiyang Zhai, 2021. "Revisiting the Glick–Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 265-291, Springer.
- Lin, S. & Han, H., 2018. "Government size, institutional quality, and capital flows across regions in China: a specific exploration on the failure of capital flows across Shanhai Pass," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277515, International Association of Agricultural Economists.
- Deng, Liuchun & Wang, Boqun, 2016. "Regional capital flows and economic regimes: Evidence from China," Economics Letters, Elsevier, vol. 141(C), pages 80-83.
- Chen, Changsheng & Girardin, Eric & Mehrotra, Aaron, 2017.
"Global slack and open economy Phillips curves – A province-level view from China,"
China Economic Review, Elsevier, vol. 42(C), pages 74-87.
- Changsheng Chen & Eric Girardin & Aaron Mehrotra, 2017. "Global slack and open economy Phillips curves – A province-level view from China," Post-Print hal-01682768, HAL.
- Yu-Hsi Chou & Chun-Yen Tsai, 2021. "Sources of current account fluctuations in Taiwan: 1989–2015," Empirical Economics, Springer, vol. 60(4), pages 2125-2151, April.
- Mathias Hoffmann & Iryna Stewen, 2015.
"Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation,"
CESifo Working Paper Series
5332, CESifo.
- Mathias Hoffmann & Iryna Stewen, 2020. "Holes in the Dike: The Global Savings Glut, U.S. House Prices, and the Long Shadow of Banking Deregulation," Journal of the European Economic Association, European Economic Association, vol. 18(4), pages 2013-2055.
- Stewen, Iryna & Hoffmann, Mathias, 2015. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112834, Verein für Socialpolitik / German Economic Association.
- Mathias Hoffmann & Iryna Stewen, 2014. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," ECON - Working Papers 183, Department of Economics - University of Zurich.
- Mathias Hoffmann & Iryna Stewen, 2016. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," CAMA Working Papers 2016-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hoffmann, Mathias & Stewen, Iryna, 2015. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," HIT-REFINED Working Paper Series 27, Institute of Economic Research, Hitotsubashi University.
Cited by:
- Daisuke Ikeda & Toan Phan & Timothy Sablik, 2020.
"Asset Bubbles and Global Imbalances,"
Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, vol. 20, pages 1-4, January.
- Daisuke Ikeda & Toan Phan, 2019. "Asset Bubbles and Global Imbalances," American Economic Journal: Macroeconomics, American Economic Association, vol. 11(3), pages 209-251, July.
- Daisuke Ikeda & Toan Phan, 2018. "Asset Bubbles and Global Imbalances," Working Paper 18-7, Federal Reserve Bank of Richmond.
- Mathias Hoffmann & Lilia Ruslanova, 2020.
"Softening the blow: U.S. state-level banking deregulation and sectoral reallocation after the China trade shock,"
ECON - Working Papers
365, Department of Economics - University of Zurich, revised Apr 2021.
- Mathias Hoffmann & Lilia Ruslanova, 2021. "Softening the blow: US state-level banking deregulation and sectoral reallocation after the China trade shock," CAMA Working Papers 2021-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mathias Hoffmann & Lilia Ruslanova, 2021. "Softening the Blow: U.S. State-Level Banking Deregulation and Sectoral Reallocation after the China Trade Shock," CESifo Working Paper Series 8913, CESifo.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Ulrike I. Steins, 2020.
"Modigliani Meets Minsky: Inequality, Debt, and Financial Fragility in America, 1950-2016,"
Working Papers Series
inetwp124, Institute for New Economic Thinking.
- Kuhn, Moritz & Bartscher, Alina & Schularick, Moritz & Steins, Ulrike, 2020. "Modigliani Meets Minsky: Inequality, Debt, and Financial Fragility in America, 1950-2016," CEPR Discussion Papers 14667, C.E.P.R. Discussion Papers.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Ulrike I. Steins, 2020. "Modigliani Meets Minsky: Inequality, Debt, and Financial Fragility in America, 1950-2016," CESifo Working Paper Series 8273, CESifo.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Ulrike I. Steins, 2020. "Modigliani Meets Minsky: Inequality, Debt, and Financial Fragility in America, 1950-2016," Staff Reports 924, Federal Reserve Bank of New York.
- Luís A.V. Catão & Daniel Marcel te Kaat, 2018.
"Capital Account Liberalization and the Composition of Bank Liabilities,"
Working Papers REM
2018/53, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Catão, Luís A.V. & te Kaat, Daniel Marcel, 2021. "Capital account liberalization and the composition of bank liabilities," Journal of International Money and Finance, Elsevier, vol. 116(C).
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020.
"Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized,"
IHEID Working Papers
18-2020, Economics Section, The Graduate Institute of International Studies.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," ECON - Working Papers 374, Department of Economics - University of Zurich.
- Torsten Ehlers & Mathias Hoffmann & Alexander Raabe, 2020. "Non-US global banks and dollar (co-)dependence: how housing markets became internationally synchronized," BIS Working Papers 897, Bank for International Settlements.
- Peter Bednarek & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2020.
"Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms,"
NBER Working Papers
26820, National Bureau of Economic Research, Inc.
- Bednarek, Peter & te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2019. "Capital flows, real estate, and local cycles: Evidence from German cities, banks, and firms," Discussion Papers 45/2019, Deutsche Bundesbank.
- Peter Bednarek & Daniel Marcel te Kaat & Chang Ma & Alessandro Rebucci, 2021. "Capital Flows, Real Estate, and Local Cycles:Evidence from German Cities, Banks, and Firms," The Review of Financial Studies, Society for Financial Studies, vol. 34(10), pages 5077-5134.
- Rebucci, Alessandro & Bednarek, Peter & te Kaat, Daniel Marcel & Ma, Chang, 2019. "Capital Flows, Real Estate, and Local Cycles: Evidence from German Cities, Banks, and Firms," CEPR Discussion Papers 14187, C.E.P.R. Discussion Papers.
- Bremus, Franziska & Krause, Thomas & Noth, Felix, 2021. "Lender-specific mortgage supply shocks and macroeconomic performance in the United States," IWH Discussion Papers 3/2021, Halle Institute for Economic Research (IWH).
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2019.
"Small Firms and Domestic Bank Dependence in Europe's Great Recession,"
CESifo Working Paper Series
7897, CESifo.
- Sørensen, Bent E & Hoffmann, Mathias & Maslov, Egor, 2019. "Small Firms and Domestic Bank Dependence in Europe's Great Recession," CEPR Discussion Papers 13691, C.E.P.R. Discussion Papers.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2019. "Small firms and domestic bank dependence in Europe’s great recession," CAMA Working Papers 2019-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hoffmann, Mathias & Maslov, Egor & Sørensen, Bent E., 2022. "Small firms and domestic bank dependence in Europe's great recession," Journal of International Economics, Elsevier, vol. 137(C).
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2021. "Small firms and domestic bank dependence in Europe’s Great Recession," ECON - Working Papers 397, Department of Economics - University of Zurich.
- Mathias Hoffmann & Bent E. Sorensen, 2015. "Small Firms and Domestic Bank Dependence in Europe’s Great Recession," European Economy - Discussion Papers 012, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Franziska Bremus & Thomas Krause & Felix Noth, 2021. "Lender-Specific Mortgage Supply Shocks and Macroeconomic Performance in the United States," Discussion Papers of DIW Berlin 1936, DIW Berlin, German Institute for Economic Research.
- Beck, Anne & Doerr, Sebastian, 2023.
"The financial origins of regional inequality,"
CEPR Discussion Papers
18685, C.E.P.R. Discussion Papers.
- Anne Beck & Sebastian Doerr, 2023. "The financial origins of regional inequality," BIS Working Papers 1151, Bank for International Settlements.
- Elena Carletti & Steven Ongena & Jan-Peter Siedlarek & Giancarlo Spagnolo, 2019. "The Impact of Stricter Merger Control on Bank Mergers and Acquisitions. Too-Big-To-Fail and Competition," Working Papers 16-14R2, Federal Reserve Bank of Cleveland.
- Spagnolo, Giancarlo & Carletti, Elena & Ongena, Steven & Siedlarek, Jan-Peter, 2020.
"The Impacts of Stricter Merger Legislation on Bank Mergers and Acquisitions: Too-Big-To-Fail and Competition,"
CEPR Discussion Papers
14449, C.E.P.R. Discussion Papers.
- Carletti, Elena & Ongena, Steven & Siedlarek, Jan-Peter & Spagnolo, Giancarlo, 2021. "The impacts of stricter merger legislation on bank mergers and acquisitions: Too-Big-To-Fail and competition," Journal of Financial Intermediation, Elsevier, vol. 46(C).
- Christiane Kneer & Alexander Raabe, 2019.
"Tracking foreign capital: the effect of capital inflows on bank lending in the UK,"
ECON - Working Papers
326, Department of Economics - University of Zurich.
- Kneer, Christiane & Raabe, Alexander, 2019. "Tracking foreign capital: the effect of capital inflows on bank lending in the UK," Bank of England working papers 804, Bank of England.
- Alexander Raabe & Christiane Kneer, 2019. "Tracking Foreign Capital: The Effect of Capital Inflows on Bank Lending in the UK," IHEID Working Papers 10-2019, Economics Section, The Graduate Institute of International Studies.
- Alina K. Bartscher & Moritz Kuhn & Moritz Schularick & Ulrike I. Steins, 2020. "The Distribution of Household Debt in the United States, 1950-2019," ECONtribute Discussion Papers Series 015, University of Bonn and University of Cologne, Germany.
- Mathias Hoffmann & Rahel Suter, 2013.
"Systematic Consumption Risk in Currency Returns,"
CESifo Working Paper Series
4273, CESifo.
- Hoffmann, Mathias & Studer-Suter, Rahel, 2017. "Systematic consumption risk in currency returns," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 187-208.
- Mathias Hoffmann & Rahel Suter, 2013. "Systematic consumption risk in currency returns," ECON - Working Papers 124, Department of Economics - University of Zurich.
Cited by:
- Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021. "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, vol. 91(5), pages 655-703, July.
- Alexandra Janssen & Rahel Studer, 2014. "The Swiss franc's honeymoon," ECON - Working Papers 170, Department of Economics - University of Zurich, revised Jan 2017.
- Dahlquist, Magnus & Hasseltoft, Henrik, 2020. "Economic momentum and currency returns," Journal of Financial Economics, Elsevier, vol. 136(1), pages 152-167.
- Victoria Atanasov, 2014. "Common Risk Factors in Equity Markets," Tinbergen Institute Discussion Papers 14-070/IV, Tinbergen Institute.
- Nucera, Federico, 2017. "Unemployment fluctuations and the predictability of currency returns," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 88-106.
- Hutchinson, Mark C. & Kyziropoulos, Panagiotis E. & O'Brien, John & O'Reilly, Philip & Sharma, Tripti, 2022. "Are carry, momentum and value still there in currencies?," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Mathias Hoffmann & Toshihiro Okubo, 2013.
"'By a Silken Thread': Regional Banking Integration and Pathways to Financial Development in Japan's Great Recession,"
CESifo Working Paper Series
4090, CESifo.
- Mathias HOFFMANN & OKUBO Toshihiro, 2012. "By a Silken Thread: Regional banking integration and pathways to financial development in Japan's Great Recession," Discussion papers 12026, Research Institute of Economy, Trade and Industry (RIETI).
- Mathias Hoffmann & Toshihiro Okubo, 2013. "'By a Silken Thread': regional banking integration and pathways to financial development in Japan's Great Recession," CAMA Working Papers 2013-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mathias Hoffmann & Toshihiro Okubo, 2012. "By a Silken Thread: regional banking integration and pathways to financial development in Japan's Great Recession," Keio/Kyoto Joint Global COE Discussion Paper Series 2012-021, Keio/Kyoto Joint Global COE Program.
- Hoffmann, Mathias & Okubo, Toshihiro, 2014. "By a Silken Thread : regional banking integration and pathways to financial development in Japan s Great Recession," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100309, Verein für Socialpolitik / German Economic Association.
Cited by:
- NISHIOKA Shuichiro & OKUBO Toshihiro & TANAKA Mari, 2021. "Regional Banking and Plant Survival in Japan," Discussion papers 21021, Research Institute of Economy, Trade and Industry (RIETI).
- KAWASHIMA, Toshiki & NAKABAYASHI, Masaki, 2014. "Structural Disposal and Cyclical Adjustment: Non-performing Loans, Structural Transition, and Regulatory Reform in Japan, 1997-2011," ISS Discussion Paper Series (series F) f167, Institute of Social Science, The University of Tokyo, revised 14 Jul 2016.
- Masaki Nakabayashi, 2014. "Special Issue: Issues in Asia. Guest Editor: Laixun Zhao," Review of Development Economics, Wiley Blackwell, vol. 18(2), pages 254-271, May.
- Mathias Hoffmann & Toshihiro Okubo, 2012.
"'By a Silken Thread': regional banking integration and credit reallocation during Japan’s Lost Decade,"
ECON - Working Papers
102, Department of Economics - University of Zurich, revised May 2021.
- Hoffmann, Mathias & Okubo, Toshihiro, 2022. "‘By a silken thread’: Regional banking integration and credit reallocation during Japan's lost decade," Journal of International Economics, Elsevier, vol. 137(C).
Cited by:
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2019.
"Small Firms and Domestic Bank Dependence in Europe's Great Recession,"
CESifo Working Paper Series
7897, CESifo.
- Sørensen, Bent E & Hoffmann, Mathias & Maslov, Egor, 2019. "Small Firms and Domestic Bank Dependence in Europe's Great Recession," CEPR Discussion Papers 13691, C.E.P.R. Discussion Papers.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2019. "Small firms and domestic bank dependence in Europe’s great recession," CAMA Working Papers 2019-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hoffmann, Mathias & Maslov, Egor & Sørensen, Bent E., 2022. "Small firms and domestic bank dependence in Europe's great recession," Journal of International Economics, Elsevier, vol. 137(C).
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2021. "Small firms and domestic bank dependence in Europe’s Great Recession," ECON - Working Papers 397, Department of Economics - University of Zurich.
- Mathias Hoffmann & Bent E. Sorensen, 2015. "Small Firms and Domestic Bank Dependence in Europe’s Great Recession," European Economy - Discussion Papers 012, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- KAWASHIMA, Toshiki & NAKABAYASHI, Masaki, 2014. "Structural Disposal and Cyclical Adjustment: Non-performing Loans, Structural Transition, and Regulatory Reform in Japan, 1997-2011," ISS Discussion Paper Series (series F) f167, Institute of Social Science, The University of Tokyo, revised 14 Jul 2016.
- Masaki Nakabayashi, 2014. "Special Issue: Issues in Asia. Guest Editor: Laixun Zhao," Review of Development Economics, Wiley Blackwell, vol. 18(2), pages 254-271, May.
- Mathias Hoffmann & Ulrich Woitek, 2011.
"Emerging from the war: Gold Standard mentality, current accounts and the international business cycle 1885-1939,"
ECON - Working Papers
057, Department of Economics - University of Zurich.
Cited by:
- Samuel Cudré & Mathias Hoffmann, 2014.
"A provincial view of global imbalances: regional capital flows in China,"
ECON - Working Papers
162, Department of Economics - University of Zurich.
- Samuel Cudre & Mathias Hoffmann, 2016. "A provincial view of global imbalances: regional capital flows in China," CAMA Working Papers 2016-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Samuel Cudré & Mathias Hoffmann, 2017. "A provincial view of global imbalances: regional capital flows in China," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(3), pages 573-599, August.
- Notz, Stefan & Rosenkranz, Peter, 2021. "Business cycles in emerging markets: The role of liability dollarization and valuation effects," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 424-450.
- Daniel Kaufmann, 2019. "Nominal stability over two centuries," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 155(1), pages 1-23, December.
- Samuel Cudré & Mathias Hoffmann, 2014.
"A provincial view of global imbalances: regional capital flows in China,"
ECON - Working Papers
162, Department of Economics - University of Zurich.
- Mathias Hoffmann, 2010.
"What Drives China's Current Account?,"
Working Papers
112010, Hong Kong Institute for Monetary Research.
- Hoffmann, Mathias, 2013. "What drives China's current account?," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 856-883.
Cited by:
- Samuel Cudré & Mathias Hoffmann, 2014.
"A provincial view of global imbalances: regional capital flows in China,"
ECON - Working Papers
162, Department of Economics - University of Zurich.
- Samuel Cudre & Mathias Hoffmann, 2016. "A provincial view of global imbalances: regional capital flows in China," CAMA Working Papers 2016-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Samuel Cudré & Mathias Hoffmann, 2017. "A provincial view of global imbalances: regional capital flows in China," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(3), pages 573-599, August.
- Zhai, Weiyang & Yoshida, Yushi, 2020.
"Revisiting the Glick-Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries,"
MPRA Paper
99446, University Library of Munich, Germany.
- Yushi Yoshida & Weiyang Zhai, 2021. "Revisiting the Glick–Rogoff Current Account Model: An Application to the Current Accounts of BRICS Countries," Dynamic Modeling and Econometrics in Economics and Finance, in: Gilles Dufrénot & Takashi Matsuki (ed.), Recent Econometric Techniques for Macroeconomic and Financial Data, pages 265-291, Springer.
- Sahoo, Manoranjan & babu, M. Suresh & Dash, Umakant, 2016. "Current account sustainability in SAARC economies: Evidence from combined cointegration approach," MPRA Paper 79014, University Library of Munich, Germany, revised 2016.
- Matthieu Bussiere & Aikaterini Karadimitropoulou & Miguel A. Leon-Ledesma, 2017.
"Current account dynamics and the real exchange rate: disentangling the evidence,"
Working Papers
239, Bank of Greece.
- Bussière, Matthieu & Karadimitropoulou, Aikaterini E. & León-Ledesma, Miguel A., 2021. "Current Account Dynamics And The Real Exchange Rate: Disentangling The Evidence," Macroeconomic Dynamics, Cambridge University Press, vol. 25(1), pages 28-58, January.
- Matthieu Bussiere & Aikaterini Karadimitropoulou & Miguel A. Leon-Ledesma, 2017. "Current account dynamics and the real exchange rate: Disentangling the evidence," University of East Anglia School of Economics Working Paper Series 2017-06, School of Economics, University of East Anglia, Norwich, UK..
- Ghassan, Hassan B. & Drissi, Ramzi, 2016. "Intertemporal Modeling of the Current Account," MPRA Paper 96729, University Library of Munich, Germany, revised 2018.
- Sha, Yezhou & Wang, Zilong & Yin, Zhichao, 2024. "House purchase restriction and stock market participation: Unveiling the role of nonpecuniary consideration," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 390-406.
- Wong Hock Tsen, 2014. "External Balance And Budget In Malaysia," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 10(2), pages 37-54.
- Ghassan, Hassan B. & Al-Jefri, Essam H., 2016. "الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي [The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR]," MPRA Paper 80302, University Library of Munich, Germany, revised Jun 2017.
- Chen, Qiuyu & Feng, Ling & Li, Zhiyuan & Lin, Ching-Yi, 2021. "Housing prices and trade surpluses in China: An inter-temporal approach," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Muhammad Ali Nasir & Mary Leung, 2021. "US trade deficit, a reality check: New evidence incorporating asymmetric and non‐linear effects of exchange rate dynamics," The World Economy, Wiley Blackwell, vol. 44(3), pages 818-836, March.
- Ghassan, Hassan B. & Al-Jefri, Essam H., 2015. "الحساب الجاري في المدى البعيد عبر نموذج داخلي الزمن [The Current Account in the Long Run through the Intertemporal Model]," MPRA Paper 66527, University Library of Munich, Germany.
- Ghassan, Hassan B. & Al-Jefri, Essam H., 2015. "نموذج نظري إسلامي داخلي الزمن للحساب الجاري [Islamic Theoretical Intertemporal Model of the Current Account]," MPRA Paper 69963, University Library of Munich, Germany, revised 11 Jan 2016.
- Ghassan, Hassan B. & Drissi, Ramzi, 2015. "Long Run Current Account through theoretical Intertemporal Model," MPRA Paper 71997, University Library of Munich, Germany, revised 04 Apr 2015.
- Mathias Hoffmann & Iryna Shcherbakova, 2009.
"Consumption Risk Sharing over the Business Cycle: the Role of Small Firms' Access to Credit Markets,"
CESifo Working Paper Series
2544, CESifo.
- Mathias Hoffmann & Iryna Shcherbakova-Stewen, 2011. "Consumption Risk Sharing over the Business Cycle: The Role of Small Firms' Access to Credit Markets," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1403-1416, November.
- Mathias Hoffmann & Iryna Shcherbakova, 2008. "Consumption risk sharing over the business cycle: the role of small firms' access to credit markets," IEW - Working Papers 363, Institute for Empirical Research in Economics - University of Zurich.
Cited by:
- Nitschka, Thomas, 2011.
"Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe,"
VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis
48684, Verein für Socialpolitik / German Economic Association.
- Thomas Nitschka, 2012. "Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe," Working Papers 2012-04, Swiss National Bank.
- Mathias Hoffmann & Lilia Ruslanova, 2020.
"Softening the blow: U.S. state-level banking deregulation and sectoral reallocation after the China trade shock,"
ECON - Working Papers
365, Department of Economics - University of Zurich, revised Apr 2021.
- Mathias Hoffmann & Lilia Ruslanova, 2021. "Softening the blow: US state-level banking deregulation and sectoral reallocation after the China trade shock," CAMA Working Papers 2021-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mathias Hoffmann & Lilia Ruslanova, 2021. "Softening the Blow: U.S. State-Level Banking Deregulation and Sectoral Reallocation after the China Trade Shock," CESifo Working Paper Series 8913, CESifo.
- Markus Leibrecht & Johann Scharler, 2009.
"Banks, Financial Markets and International Consumption Risk Sharing,"
Economics working papers
2009-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Markus Leibrecht & Johann Scharler, 2012. "Banks, Financial Markets and International Consumption Risk Sharing," German Economic Review, Verein für Socialpolitik, vol. 13(3), pages 331-351, August.
- Markus Leibrecht & Johann Scharler, 2009. "Banks, Financial Markets and International Consumption Risk Sharing," Department of Economics Working Papers wuwp128, Vienna University of Economics and Business, Department of Economics.
- Leibrecht Markus & Scharler Johann, 2012. "Banks, Financial Markets and International Consumption Risk Sharing," German Economic Review, De Gruyter, vol. 13(3), pages 331-351, August.
- Leibrecht, Markus & Scharler, Johann, 2009. "Banks, financial markets, and international consumption risk sharing," Department of Economics Working Paper Series 128, WU Vienna University of Economics and Business.
- Markus Leibrecht & Johann Scharler, 2010. "Banks, Financial Markets and International Consumption Risk Sharing," Economics working papers 2010-15, Department of Economics, Johannes Kepler University Linz, Austria.
- Fratzscher, Marcel & Imbs, Jean, 2009.
"Risk sharing, finance, and institutions in international portfolios,"
Journal of Financial Economics, Elsevier, vol. 94(3), pages 428-447, December.
- Fratzscher, Marcel & Imbs, Jean, 2007. "Risk sharing, finance and institutions in international portfolios," Working Paper Series 826, European Central Bank.
- Imbs, Jean & Fratzscher, Marcel, 2007. "Risk Sharing, Finance and Institutions in International Portfolios," CEPR Discussion Papers 6496, C.E.P.R. Discussion Papers.
- Ho, Chun-Yu & Ho, Wai-Yip Alex & Li, Dan, 2015. "Intranational risk sharing and its determinants," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 89-113.
- Davide Furceri & Ms. Aleksandra Zdzienicka, 2013.
"The Euro Area Crisis: Need for a Supranational Fiscal Risk Sharing Mechanism?,"
IMF Working Papers
2013/198, International Monetary Fund.
- Davide Furceri & Aleksandra Zdzienicka, 2015. "The Euro Area Crisis: Need for a Supranational Fiscal Risk Sharing Mechanism?," Open Economies Review, Springer, vol. 26(4), pages 683-710, September.
- Mathias Hoffmann & Thomas Nitschka, 2009.
"Securitization of Mortgage Debt, Asset Prices and International Risk Sharing,"
CESifo Working Paper Series
2527, CESifo.
- Mathias Hoffmann & Thomas Nitschka, 2008. "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," IEW - Working Papers 376, Institute for Empirical Research in Economics - University of Zurich.
- Federico Esposito, 2017. "Entrepreneurial Risk and Diversification through Trade," Working Papers w201714, Banco de Portugal, Economics and Research Department.
- Esposito, Federico, 2020.
"Demand Risk and Diversification through Trade,"
MPRA Paper
100511, University Library of Munich, Germany.
- Federico Esposito, 2019. "Demand Risk and Diversification through Trade," Discussion Papers Series, Department of Economics, Tufts University 0833, Department of Economics, Tufts University.
- Esposito, Federico, 2019. "Demand Risk and Diversification through Trade," MPRA Paper 99875, University Library of Munich, Germany.
- Curatola, Giuliano, 2016. "Optimal consumption and portfolio choice with loss aversion," SAFE Working Paper Series 130, Leibniz Institute for Financial Research SAFE.
- Federico Esposito, 2016. "Risk Diversification and International Trade," 2016 Meeting Papers 302, Society for Economic Dynamics.
- Buch, Claudia M. & Körner, Tobias & Weigert, Benjamin, 2013.
"Towards Deeper Financial Integration in Europe: What the Banking Union Can Contribute,"
IWH Discussion Papers
13/2013, Halle Institute for Economic Research (IWH).
- Buch, Claudia M. & Körner, Tobias & Weigert, Benjamin, 2014. "Towards deeper financial integration in Europe: What the Banking Union can contribute," Working Papers 02/2013 [rev.], German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Buch, Claudia M. & Körner, Tobias & Weigert, Benjamin, 2013. "Towards deeper financial integration in Europe: What the Banking Union can contribute," Working Papers 02/2013, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Stefan Notz, 2012. "Macroeconomic Implications of U.S. Banking Liberalisation," 2012 Meeting Papers 552, Society for Economic Dynamics.
- Martin Halla & Johann Scharler, 2012.
"Marriage, Divorce, and Interstate Risk Sharing,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 114(1), pages 55-78, March.
- Martin Halla & Johann Scharler, 2008. "Marriage, Divorce and Interstate Risk Sharing," Economics working papers 2008-16, Department of Economics, Johannes Kepler University Linz, Austria.
- Halla, Martin & Scharler, Johann, 2008. "Marriage, Divorce and Interstate Risk Sharing," IZA Discussion Papers 3744, Institute of Labor Economics (IZA).
- Martin Halla & Johann Scharler, 2008. "Marriage, Divorce and Interstate Risk Sharing," NRN working papers 2008-03, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria.
- Alcidi, Cinzia & D’Imperio, Paolo & Thirion, Gilles, 2023.
"Risk-sharing and consumption-smoothing patterns in the US and the Euro Area: A comprehensive comparison,"
Structural Change and Economic Dynamics, Elsevier, vol. 64(C), pages 58-69.
- Alcidi, Cinzia & D’Imperio, Paolo & Thirion, Gilles, 2017. "Risk-sharing and Consumption-smoothing Patterns in the US and the Euro Area: A comprehensive comparison," CEPS Papers 12514, Centre for European Policy Studies.
- Esposito, Federico, 2020.
"Demand Risk and Diversification through International Trade,"
MPRA Paper
100865, University Library of Munich, Germany.
- Esposito, Federico, 2022. "Demand risk and diversification through international trade," Journal of International Economics, Elsevier, vol. 135(C).
- Mai Dao & Davide Furceri & Prakash Loungani, 2017. "Regional Labor Market Adjustment in the United States: Trend and Cycle," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 243-257, May.
- Cimadomo, Jacopo & Gordo Mora, Esther & Palazzo, Alessandra Anna, 2022. "Enhancing private and public risk sharing: lessons from the literature and reflections on the COVID-19 crisis," Occasional Paper Series 306, European Central Bank.
- Dennis, William J, 2008. "Small Business Access to Credit: Yesterday, Today and Tomorrow," Working Papers 2008:1, Swedish Entrepreneurship Forum.
- Sørensen, Bent E & Hoffmann, Mathias & Maslov, Egor & Stewen, Iryna, 2018.
"Are Banking and Capital Markets Union Complements? Evidence from Channels of Risk Sharing in the Eurozone,"
CEPR Discussion Papers
13254, C.E.P.R. Discussion Papers.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen & Iryna Stewen, 2018. "Are banking and capital markets union complements? Evidence from channels of risk sharing in the eurozone," ECON - Working Papers 311, Department of Economics - University of Zurich.
- Hoffmann, Mathias & Okubo, Toshihiro, 2022.
"‘By a silken thread’: Regional banking integration and credit reallocation during Japan's lost decade,"
Journal of International Economics, Elsevier, vol. 137(C).
- Mathias Hoffmann & Toshihiro Okubo, 2012. "'By a Silken Thread': regional banking integration and credit reallocation during Japan’s Lost Decade," ECON - Working Papers 102, Department of Economics - University of Zurich, revised May 2021.
- Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021.
"Risk sharing in Europe: new empirical evidence on the capital markets channel,"
Post-Print
hal-02978130, HAL.
- Dufrénot Gilles & Gossé Jean-Baptiste & Clerc Caroline, 2020. "Risk Sharing in Europe: New Empirical Evidence on the Capital Markets Channel," Working papers 781, Banque de France.
- Gilles Dufrénot & Jean-Baptiste Gossé & Caroline Clerc, 2021. "Risk sharing in Europe: new empirical evidence on the capital markets channel," Applied Economics, Taylor & Francis Journals, vol. 53(2), pages 262-276, January.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen & Iryna Stewen, 2019. "Channels of Risk Sharing in the Eurozone: What Can Banking and Capital Market Union Achieve?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 443-495, September.
- Stephen Teng Sun & Constantine Yannelis, 2016.
"Credit Constraints and Demand for Higher Education: Evidence from Financial Deregulation,"
The Review of Economics and Statistics, MIT Press, vol. 98(1), pages 12-24, March.
- Teng Sun, Stephen & Yannelis, Constantine, 2013. "Credit Constraints and Demand for Higher Education: Evidence from Financial Deregulation," MPRA Paper 48726, University Library of Munich, Germany.
- Curatola, Giuliano, 2017. "Optimal portfolio choice with loss aversion over consumption," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 345-358.
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2021.
"Risk sharing in currency unions: The migration channel,"
University of Tübingen Working Papers in Business and Economics
144, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Müller, Gernot & Kohler, Wilhelm & Wellmann, Susanne, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CEPR Discussion Papers 16178, C.E.P.R. Discussion Papers.
- Wilhelm Kohler & Gernot Müller & Susanne Wellmann, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CESifo Working Paper Series 8982, CESifo.
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2023. "Risk sharing in currency unions: The migration channel," European Economic Review, Elsevier, vol. 158(C).
- Nitschka, Thomas, 2010. "Securitization, collateral constraints and consumption risk sharing in the euro area," Economics Letters, Elsevier, vol. 106(3), pages 197-199, March.
- Rangvid, Jesper & Santa-Clara, Pedro & Schmeling, Maik, 2016. "Capital market integration and consumption risk sharing over the long run," Journal of International Economics, Elsevier, vol. 103(C), pages 27-43.
- Lee, Churn Ken & Lee, Munseob, 2023. "Regional redistribution through SBA guaranteed loan programs," Journal of Corporate Finance, Elsevier, vol. 78(C).
- Mathias Hoffmann, 2014. "The Consumption–Income Ratio, Entrepreneurial Risk, and the U.S. Stock Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(6), pages 1259-1292, September.
- Christian Beer & Walter Waschiczek, 2018. "Capital markets union: a more diverse financial landscape in the EU?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/18, pages 71-86.
- Vidhi Chhaochharia & George M. Korniotis & Alok Kumar, 2020. "Prozac for depressed states? Effect of mood on local economic recessions," Review of Financial Economics, John Wiley & Sons, vol. 38(2), pages 245-274, April.
- Prakash Loungani & Davide Furceri & Mai Dao, 2015.
"Regional labor market adjustment in the United States,"
2015 Meeting Papers
733, Society for Economic Dynamics.
- Mai Dao & Davide Furceri & Mr. Prakash Loungani, 2014. "Regional Labor Market Adjustments in the United States," IMF Working Papers 2014/211, International Monetary Fund.
- Mathias Hoffmann & Thomas Nitschka, 2009.
"Securitization of Mortgage Debt, Asset Prices and International Risk Sharing,"
CESifo Working Paper Series
2527, CESifo.
- Mathias Hoffmann & Thomas Nitschka, 2008. "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," IEW - Working Papers 376, Institute for Empirical Research in Economics - University of Zurich.
Cited by:
- Nitschka, Thomas, 2011.
"Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe,"
VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis
48684, Verein für Socialpolitik / German Economic Association.
- Thomas Nitschka, 2012. "Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe," Working Papers 2012-04, Swiss National Bank.
- Markus Leibrecht & Johann Scharler, 2009.
"Banks, Financial Markets and International Consumption Risk Sharing,"
Economics working papers
2009-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Markus Leibrecht & Johann Scharler, 2012. "Banks, Financial Markets and International Consumption Risk Sharing," German Economic Review, Verein für Socialpolitik, vol. 13(3), pages 331-351, August.
- Markus Leibrecht & Johann Scharler, 2009. "Banks, Financial Markets and International Consumption Risk Sharing," Department of Economics Working Papers wuwp128, Vienna University of Economics and Business, Department of Economics.
- Leibrecht Markus & Scharler Johann, 2012. "Banks, Financial Markets and International Consumption Risk Sharing," German Economic Review, De Gruyter, vol. 13(3), pages 331-351, August.
- Leibrecht, Markus & Scharler, Johann, 2009. "Banks, financial markets, and international consumption risk sharing," Department of Economics Working Paper Series 128, WU Vienna University of Economics and Business.
- Markus Leibrecht & Johann Scharler, 2010. "Banks, Financial Markets and International Consumption Risk Sharing," Economics working papers 2010-15, Department of Economics, Johannes Kepler University Linz, Austria.
- Sa, Filipa & Towbin, Pascal & wieladek, tomasz, 2011.
"Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation,"
Bank of England working papers
411, Bank of England.
- Filipa Sa & Pascal Towbin & Tomasz Wieladek, 2011. "Low interest rates and housing booms: the role of capital inflows, monetary policy and financial innovation," Globalization Institute Working Papers 79, Federal Reserve Bank of Dallas.
- Heike Joebges & Sebastian Dullien & Alejandro Márquez-Velázquez, 2015. "What causes housing bubbles?," IMK Studies 43-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Heike Joebges & Sebastian Dullien & Alejandro Márquez-Velázquez, 2015. "What causes housing bubbles? A theoretical and empirical inquiry," Competence Centre on Money, Trade, Finance and Development 1501, Hochschule fuer Technik und Wirtschaft, Berlin.
- Filipa Sá & Pascal Towbin & Tomasz Wieladek, 2014. "Capital Inflows, Financial Structure And Housing Booms," Journal of the European Economic Association, European Economic Association, vol. 12(2), pages 522-546, April.
- Nitschka, Thomas, 2011. "About the soundness of the US-cay indicator for predicting international banking crises," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 237-256.
- Zhu, Bing & Betzinger, Michael & Sebastian, Steffen, 2017. "Housing market stability, mortgage market structure, and monetary policy: Evidence from the euro area," Journal of Housing Economics, Elsevier, vol. 37(C), pages 1-21.
- Nitschka, Thomas, 2010. "Securitization, collateral constraints and consumption risk sharing in the euro area," Economics Letters, Elsevier, vol. 106(3), pages 197-199, March.
- Mathias Hoffmann & Ronald MacDonald, 2009.
"Real exchange rates and real interest rate differentials: a present value interpretation,"
IEW - Working Papers
404, Institute for Empirical Research in Economics - University of Zurich.
- Hoffmann, Mathias & MacDonald, Ronald, 2009. "Real exchange rates and real interest rate differentials: A present value interpretation," European Economic Review, Elsevier, vol. 53(8), pages 952-970, November.
Cited by:
- Chen, Xiaoshan & MacDonald, Ronald, 2014.
"Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model,"
Stirling Economics Discussion Papers
2014-12, University of Stirling, Division of Economics.
- Chen, Xiaoshan & MacDonald, Ronald, 2014. "Measuring the Euro-Dollar Permanent Equilibrium Exchange Rate using the Unobserved Components Model," SIRE Discussion Papers 2015-05, Scottish Institute for Research in Economics (SIRE).
- Chen, Shiu-Sheng, 2017. "Exchange rate undervaluation and R&D activity," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 148-160.
- Works, Richard Floyd, 2016. "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper 76382, University Library of Munich, Germany.
- Soon, Siew-Voon & Baharumshah, Ahmad Zubaidi, 2021. "Exchange rates and fundamentals: Further evidence based on asymmetric causality test," International Economics, Elsevier, vol. 165(C), pages 67-84.
- Yang, Sheng-Ping, 2017. "Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries," Pacific-Basin Finance Journal, Elsevier, vol. 46(PB), pages 337-354.
- Kebalo, Leleng, 2016. "South african exchange rate after 2000s: an econometric investigation," MPRA Paper 72440, University Library of Munich, Germany.
- Long, Shaobo & Zhang, Rui & Hao, Jing, 2022. "Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- Tony Cavoli & Sasidaran Gopalan & Ramkishen S. Rajan, 2021. "Do macroprudential policies counter real exchange rate appreciation in emerging markets?," The World Economy, Wiley Blackwell, vol. 44(7), pages 2164-2187, July.
- Chou, Yu-Hsi, 2018. "Understanding the sources of the exchange rate disconnect puzzle: A variance decomposition approach," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 267-287.
- H. F. Tareq Ahmed & Nur Syazwani Mazlan, 2021. "The Impact of Interest Rate on Exchange Rate Within ASEAN Countries: Evidence from Linear and Nonlinear ARDL Frameworks," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 13(1), pages 7-34, January.
- Li, Kui-Wai & Wong, Douglas K T, 2011. "The Exchange Rate and Interest Rate Differential Relationship: Evidence from Two Financial Crises," MPRA Paper 35297, University Library of Munich, Germany.
- Dinçer Afat & Michael Frömmel, 2020. "An Alternative Version of Purchasing Power Parity," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(4), pages 511-517, October.
- Chen, Xiaoshan & MacDonald, Ronald, 2010.
"Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models,"
SIRE Discussion Papers
2010-41, Scottish Institute for Research in Economics (SIRE).
- Xiaoshan Chen & Ronald MacDonald, 2010. "Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models," Working Papers 2010_16, Business School - Economics, University of Glasgow.
- Douglas Kai Tim Wong, 2020. "The forward‐looking ability of the real exchange rate and its misalignment to forecast the economic performance and the stock market return," The World Economy, Wiley Blackwell, vol. 43(10), pages 2723-2741, October.
- Chen, Shiu-Sheng & Chou, Yu-Hsi, 2015. "Revisiting the relationship between exchange rates and fundamentals," Journal of Macroeconomics, Elsevier, vol. 46(C), pages 1-22.
- Ofori, Isaac Kwesi & Armah, Mark Kojo, 2021.
"A re-examination of the exchange rate – interest rate differential relationship in Ghana,"
EconStor Preprints
233954, ZBW - Leibniz Information Centre for Economics.
- Ofori, Isaac Kwesi & Armah, Mark Kojo, 2021. "A re-examination of the exchange rate – interest rate differential relationship in Ghana," MPRA Paper 107586, University Library of Munich, Germany.
- Andrieș, Alin Marius & Căpraru, Bogdan & Ihnatov, Iulian & Tiwari, Aviral Kumar, 2017. "The relationship between exchange rates and interest rates in a small open emerging economy: The case of Romania," Economic Modelling, Elsevier, vol. 67(C), pages 261-274.
- Tie‐Ying Liu & Chien‐Chiang Lee, 2022. "Exchange rate fluctuations and interest rate policy," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3531-3549, July.
- Thomas M. FULLERTON & Dipanwita BARAI & Adam G. WALKE, 2017. "Nominal Exchange Rate Dynamics for the Taka," Turkish Economic Review, KSP Journals, vol. 4(2), pages 130-148, June.
- Olaniyan Fatai, Musbau, 2020. "Sustainable Level Of Parallel Currency Market Premium For Selected Macroeconomic Indicators In Nigeria," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, vol. 7(2), pages 18-38, June.
- Juha Junttila & Marko Korhonen, 2013. "Stock market information and the relationship between real exchange rate and real interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 23(11), pages 901-920, June.
- Abla El Khawaga & Mona Esam & Rasha Hammam, 2014. "Exchange Rates and Interest Rates: An Empirical Investigation of International Fisher Effect Theory The Case of Egypt (2003-2012)," Working Papers 869, Economic Research Forum, revised Nov 2014.
- Maio, Paulo & Zeng, Ming, 2023. "On the driving forces of real exchange rates: Is the Japanese Yen different?," Journal of Empirical Finance, Elsevier, vol. 74(C).
- Yu‐Hsi Chou & Chia‐Yi Yen, 2023. "Convenience yield and real exchange rate dynamics: A present‐value interpretation," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(2), pages 453-489, May.
- Alin OPREANA & Simona VINEREAN, 2015. "Analysis of the Economic Research Context after the Outbreak of the Economic Crisis of 2007-2009," Expert Journal of Economics, Sprint Investify, vol. 3(1), pages 77-92.
- Leleng KEBALO, 2016.
"South African Exchange Rate After 2000s: An Econometric Investigation,"
Journal of Economics Bibliography, KSP Journals, vol. 3(3), pages 459-481, September.
- Kebalo, Leleng, 2016. "South african exchange rate after 2000s: an econometric investigation," MPRA Paper 72632, University Library of Munich, Germany.
- Chen, Xiaoshan & MacDonald, Ronald, 2015. "Measuring the dollar–euro permanent equilibrium exchange rate using the unobserved components model," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 20-35.
- Stefan Gerlach & Mathias Hoffmann, 2008.
"The Impact of the Euro on International Stability and Volatility,"
European Economy - Economic Papers 2008 - 2015
309, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
Cited by:
- Müller, Gernot & Enders, Zeno & Jung, Philip, 2012.
"Has the Euro changed the Business Cycle?,"
CEPR Discussion Papers
9233, C.E.P.R. Discussion Papers.
- Zeno Enders & Gernot J. Müller, 2010. "Has the Euro changed the Business Cycle?," Working Papers 162, Oesterreichische Nationalbank (Austrian Central Bank).
- Enders, Zeno & Jung, Philip & Müller, Gernot J., 2013. "Has the Euro changed the business cycle?," European Economic Review, Elsevier, vol. 59(C), pages 189-211.
- Enders, Zeno & Jung, Philip & Müller, Gernot J., 2009. "Has the Euro changed the Business Cycle?," Bonn Econ Discussion Papers 6/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Agustin S. Benetrix, 2015.
"International Risk Sharing and the Irish Economy,"
The Economic and Social Review, Economic and Social Studies, vol. 46(1), pages 29-49.
- Agustin Benetrix, 2010. "International Risk Sharing and the Irish Economy," The Institute for International Integration Studies Discussion Paper Series iiisdp343, IIIS.
- Claudia M. Buch, 2013.
"From the Stability Pact to ESM - What Next?,"
Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 5,
Edward Elgar Publishing.
- Claudia M. Buch, 2012. "From the Stability Pact to ESM - What next?," IAW Discussion Papers 85, Institut für Angewandte Wirtschaftsforschung (IAW).
- Müller, Gernot & Enders, Zeno & Jung, Philip, 2012.
"Has the Euro changed the Business Cycle?,"
CEPR Discussion Papers
9233, C.E.P.R. Discussion Papers.
- Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2008.
"Equity Fund Ownership and the Cross-Regional Diversification of Household Risk,"
CESifo Working Paper Series
2205, CESifo.
- Becker, Sascha O. & Hoffmann, Mathias, 2010. "Equity fund ownership and the cross-regional diversification of household risk," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 90-102, January.
- Becker, Sascha & Hoffmann, Mathias, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," Stirling Economics Discussion Papers 2008-25, University of Stirling, Division of Economics.
Cited by:
- Ho, Chun-Yu & Ho, Wai-Yip Alex & Li, Dan, 2015. "Intranational risk sharing and its determinants," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 89-113.
- Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023. "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Anderson, Christopher W. & Fedenia, Mark & Hirschey, Mark & Skiba, Hilla, 2011. "Cultural influences on home bias and international diversification by institutional investors," Journal of Banking & Finance, Elsevier, vol. 35(4), pages 916-934, April.
- Geert Bekaert & Kenton Hoyem & Wei-Yin Hu & Enrichetta Ravina, 2015. "Who is Internationally Diversified? Evidence from 296 401(k)," NBER Working Papers 21236, National Bureau of Economic Research, Inc.
- Christian Friedrich, 2015. "Does Financial Integration Increase Welfare? Evidence from International Household-Level Data," Staff Working Papers 15-4, Bank of Canada.
- Michael Artis & Jos� G. Clavel & Mathias Hoffmann & Dilip Nachane, 2007.
"Harmonic Regression Models: A Comparative Review with Applications,"
IEW - Working Papers
333, Institute for Empirical Research in Economics - University of Zurich.
Cited by:
- de Groot, E.A. & Segers, R. & Prins, D., 2021. "Disentangling the enigma of multi-structured economic cycles - A new appearance of the golden ratio," Technological Forecasting and Social Change, Elsevier, vol. 169(C).
- Andreas Lichtenberger & Joao Paulo Braga & Willi Semmler, 2022. "Green Bonds for the Transition to a Low-Carbon Economy," Econometrics, MDPI, vol. 10(1), pages 1-31, March.
- Artis, Michael & Hoffmann, Mathias, 2007.
"Declining Home Bias and the Increase in International Risk Sharing: Lessons from European Integration,"
CEPR Discussion Papers
6617, C.E.P.R. Discussion Papers.
Cited by:
- Atanas CHRISTEV & Jacques MELITZ, 2010.
"EMU, EU, Capital Market Integration and Consumption Smoothing,"
Working Papers
2010-06, Center for Research in Economics and Statistics.
- Melitz, Jacques & Christev, Atanas, 2010. "EMU, EU, capital market integration and consumption smoothing," CEPR Discussion Papers 7776, C.E.P.R. Discussion Papers.
- Markus Leibrecht & Johann Scharler, 2009.
"Banks, Financial Markets and International Consumption Risk Sharing,"
Economics working papers
2009-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Markus Leibrecht & Johann Scharler, 2012. "Banks, Financial Markets and International Consumption Risk Sharing," German Economic Review, Verein für Socialpolitik, vol. 13(3), pages 331-351, August.
- Markus Leibrecht & Johann Scharler, 2009. "Banks, Financial Markets and International Consumption Risk Sharing," Department of Economics Working Papers wuwp128, Vienna University of Economics and Business, Department of Economics.
- Leibrecht Markus & Scharler Johann, 2012. "Banks, Financial Markets and International Consumption Risk Sharing," German Economic Review, De Gruyter, vol. 13(3), pages 331-351, August.
- Leibrecht, Markus & Scharler, Johann, 2009. "Banks, financial markets, and international consumption risk sharing," Department of Economics Working Paper Series 128, WU Vienna University of Economics and Business.
- Markus Leibrecht & Johann Scharler, 2010. "Banks, Financial Markets and International Consumption Risk Sharing," Economics working papers 2010-15, Department of Economics, Johannes Kepler University Linz, Austria.
- Atanas Christev & Jacques Melitz, 2011.
"EMU, EU, Market Integration and Consumption Smoothing,"
Working Papers
2011-21, CEPII research center.
- Atanas Christev & Jacques Melitz, 2013. "EMU, EU, Market Integration and Consumption Smoothing," Open Economies Review, Springer, vol. 24(5), pages 789-818, November.
- Atanas Christev & Jacques Melitz, 2012. "EMU, EU, Market Integration and Consumption Smoothing," Heriot-Watt University Economics Discussion Papers 1209, Department of Economics, School of Management and Languages, Heriot Watt University.
- Christev, Atanas & Melitz, Jacques, 2012. "EMU, EU, Market Integration and Consumption Smoothing," SIRE Discussion Papers 2012-76, Scottish Institute for Research in Economics (SIRE).
- Mr. Marco Terrones & Mr. Ayhan Kose & Mr. Eswar S Prasad, 2007.
"How Does Financial Globalization Affect Risk Sharing? Patterns and Channels,"
IMF Working Papers
2007/238, International Monetary Fund.
- Kose, M. Ayhan & Prasad, Eswar & Terrones, Marco E., 2007. "How Does Financial Globalization Affect Risk Sharing? Patterns and Channels," IZA Discussion Papers 2903, Institute of Labor Economics (IZA).
- Axel Jochem & Stefan Reitz, 2010. "Internationale Risikoteilung und finanzielle Integration in der Europäischen Währungsunion," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 79(4), pages 75-84.
- Stefan Gerlach & Mathias Hoffmann, 2008. "The Impact of the Euro on International Stability and Volatility," European Economy - Economic Papers 2008 - 2015 309, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Robert P. Flood & Nancy P. Marion & Akito Matsumoto, 2012.
"International risk sharing during the globalization era,"
Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 394-416, May.
- Robert P. Flood & Nancy P. Marion & Akito Matsumoto, 2012. "International risk sharing during the globalization era," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(2), pages 394-416, May.
- Mr. Akito Matsumoto & Mr. Robert P Flood & Ms. Nancy P. Marion, 2009. "International Risk Sharing During the Globalization Era," IMF Working Papers 2009/209, International Monetary Fund.
- Kose, M. Ayhan & Prasad, Eswar S. & Terrones, Marco E., 2009. "Does financial globalization promote risk sharing?," Journal of Development Economics, Elsevier, vol. 89(2), pages 258-270, July.
- Jaap W. B. Bos & Claire Economidou & Lu Zhang, 2020. "Specialization in the presence of trade and financial openness," Empirical Economics, Springer, vol. 58(6), pages 2783-2816, June.
- Sèna Kimm Gnangnon, 2022. "Export diversification and financial openness," International Economics and Economic Policy, Springer, vol. 19(4), pages 675-717, October.
- Nikolaos Antonakakis & Johann Scharler, 2010. "Have Consumption Risks in the G7 Countries Become Diversified?," Economics working papers 2010-16, Department of Economics, Johannes Kepler University Linz, Austria.
- Bos, J.W.B. & Economidou, C. & Zhang, L., 2011. "Specialization in the presence of trade and financial integration: explorations of the integration-specialization nexus," Research Memorandum 026, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Atanas CHRISTEV & Jacques MELITZ, 2010.
"EMU, EU, Capital Market Integration and Consumption Smoothing,"
Working Papers
2010-06, Center for Research in Economics and Statistics.
- Artis, Michael & Hoffmann, Mathias, 2006.
"The Home Bias and Capital Income Flows between Countries and Regions,"
CEPR Discussion Papers
5691, C.E.P.R. Discussion Papers.
- Michael J. Artis & Mathias Hoffmann, 2007. "The Home Bias and Capital Income Flows between Countries and Regions," IEW - Working Papers 316, Institute for Empirical Research in Economics - University of Zurich.
- Artis, Michael J. & Hoffmann, Mathias, 2006. "The Home Bias and Capital Income Flows between Countries and Regions," Technical Reports 2006,13, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
Cited by:
- Michael Artis & Toshihiro Okubo, 2008.
"The Intranational Business Cycle: Evidence from Japan,"
Hi-Stat Discussion Paper Series
d07-234, Institute of Economic Research, Hitotsubashi University.
- Michael Artis & Toshihiro Okubo, 2008. "The Intranational Business Cycle: Evidence from Japan," Discussion Paper Series 221, Research Institute for Economics & Business Administration, Kobe University.
- Artis, Michael & Okubo, Toshihiro, 2008. "The Intranational Business Cycle: Evidence from Japan," CEPR Discussion Papers 6686, C.E.P.R. Discussion Papers.
- Michael Artis & Toshihiro Okubo, 2008. "The Intranational Business Cycle: Evidence from Japan," Centre for Growth and Business Cycle Research Discussion Paper Series 101, Economics, The University of Manchester.
- Thomas A. Knetsch & Arne J. Nagengast, 2017.
"Penny wise and pound foolish? On the income from Germany’s foreign investments,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(4), pages 753-778, November.
- Knetsch, Thomas A. & Nagengast, Arne J., 2016. "On the dynamics of the investment income balance," Discussion Papers 21/2016, Deutsche Bundesbank.
- Ghosh, Atish R. & Ostry, Jonathan D. & Qureshi, Mahvash S., 2018. "Taming the Tide of Capital Flows: A Policy Guide," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262037165, December.
- Li, Zhongda & Liu, Lu, 2018. "Financial globalization, domestic financial freedom and risk sharing across countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 151-169.
- Mathias Hoffmann & Thomas Nitschka, 2009.
"Securitization of Mortgage Debt, Asset Prices and International Risk Sharing,"
CESifo Working Paper Series
2527, CESifo.
- Mathias Hoffmann & Thomas Nitschka, 2008. "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," IEW - Working Papers 376, Institute for Empirical Research in Economics - University of Zurich.
- Agustin S. Benetrix, 2015.
"International Risk Sharing and the Irish Economy,"
The Economic and Social Review, Economic and Social Studies, vol. 46(1), pages 29-49.
- Agustin Benetrix, 2010. "International Risk Sharing and the Irish Economy," The Institute for International Integration Studies Discussion Paper Series iiisdp343, IIIS.
- Jarko Fidrmuc & Moritz Degler, 2018.
"Temporal and Spatial Dependence of Inter-Regional Risk Sharing: Evidence from Russia,"
Working Papers
373, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Fidrmuc, Jarko & Degler, Moritz, 2021. "Temporal And Spatial Dependence Of Interregional Risk Sharing: Evidence From Russia," Macroeconomic Dynamics, Cambridge University Press, vol. 25(1), pages 178-200, January.
- Michael Artis & Toshihiro Okubo, 2010.
"The Intranational Business Cycle in Japan,"
Discussion Paper Series
DP2010-19, Research Institute for Economics & Business Administration, Kobe University.
- Michael Artis & Toshihiro Okubo, 2011. "The intranational business cycle in Japan," Oxford Economic Papers, Oxford University Press, vol. 63(1), pages 111-133, January.
- Peter Fuleky & L Ventura & Qianxue Zhao, 2013.
"Common Correlated Effects and International Risk Sharing,"
Working Papers
201315, University of Hawaii at Manoa, Department of Economics.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2016. "Common Correlated Effects and International Risk Sharing," Working Papers 201612, University of Hawaii at Manoa, Department of Economics.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2018. "Common correlated effects and international risk sharing," International Finance, Wiley Blackwell, vol. 21(1), pages 55-70, March.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 2013-3R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Aug 2013.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 2017-5R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised May 2017.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 2013-17R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Aug 2016.
- Peter Fuleky & L Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 201304, University of Hawaii at Manoa, Department of Economics.
- von Furstenberg, George M., 2004. "Consumption Smoothing Across States and Time: International Insurance vs. Foreign Loans," Discussion Paper Series 1: Economic Studies 2004,13, Deutsche Bundesbank.
- Bracke, Thierry & Schmitz, Martin, 2008.
"Channels of international risk-sharing: capital gains versus income flows,"
Working Paper Series
938, European Central Bank.
- Thierry Bracke & Martin Schmitz, 2011. "Channels of international risk-sharing: capital gains versus income flows," International Economics and Economic Policy, Springer, vol. 8(1), pages 45-78, April.
- Stefan Gerlach & Mathias Hoffmann, 2008. "The Impact of the Euro on International Stability and Volatility," European Economy - Economic Papers 2008 - 2015 309, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Pierucci, Eleonora & Ventura, Luigi, 2012. "International risk sharing and globalization," MPRA Paper 35869, University Library of Munich, Germany.
- Kim, Heeho & Cho, Seong-Hoon & Kim, Yongku, 2015. "Home bias, risk differential, and cultural spatial spillover effects," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 114-136.
- Eleonora Pierucci & Luigi Ventura, 2011. "On international risk sharing and financial globalization: some gloomy evidence," Departmental Working Papers of Economics - University 'Roma Tre' 0124, Department of Economics - University Roma Tre.
- Aidan Corcoran, 2008. "International Financial Integration and Consumption Risk Sharing," The Institute for International Integration Studies Discussion Paper Series iiisdp241, IIIS.
- Kose, M. Ayhan & Prasad, Eswar S. & Terrones, Marco E., 2009. "Does financial globalization promote risk sharing?," Journal of Development Economics, Elsevier, vol. 89(2), pages 258-270, July.
- Thomas Nitschka, 2008. "The Risk Premium on the Euro Area Market Portfolio: The Role of Real Estate," IEW - Working Papers 385, Institute for Empirical Research in Economics - University of Zurich.
- Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2006.
"Home bias in global bond and equity markets: the role of real exchange rate volatility,"
Working Paper Series
685, European Central Bank.
- Fidora, Michael & Fratzscher, Marcel & Thimann, Christian, 2007. "Home bias in global bond and equity markets: The role of real exchange rate volatility," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 631-655, June.
- Eleonora Pierucci & Luigi Ventura, 2010. "Risk Sharing: A Long Run Issue?," Open Economies Review, Springer, vol. 21(5), pages 705-730, November.
- Mathias Hoffmann & Thomas Nitschka, 2012.
"Securitization of mortgage debt, domestic lending, and international risk sharing,"
Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 493-508, May.
- Mathias Hoffmann & Thomas Nitschka, 2012. "Securitization of mortgage debt, domestic lending, and international risk sharing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(2), pages 493-508, May.
- Mathias Hoffmann, 2006.
"Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns,"
CESifo Working Paper Series
1712, CESifo.
- Hoffmann, Mathias, 2006. "Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns," Technical Reports 2006,14, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Mathias Hoffmann, 2005. "Proprietary Income, Entrepreneurial Risk and the Predictability of U.S. Stock Returns," Computing in Economics and Finance 2005 229, Society for Computational Economics.
Cited by:
- Mathias Hoffmann & Toshihiro Okubo, 2021.
"Comparative advantage and pathways to financial development: evidence from Japan’s silk-reeling industry,"
IEW - Working Papers
387, Institute for Empirical Research in Economics - University of Zurich.
- Mathias Hoffmann & Toshihiro Okubo, 2021. "Comparative advantage and pathways to financial development: evidence from Japan’s silk-reeling industry," ECON - Working Papers 387, Department of Economics - University of Zurich.
- Auer Benjamin R., 2012. "Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren? / Can Time-varying Parameter Specification Based on Consumption Variables Rehabilitate CAPM, ," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(5), pages 518-544, October.
- Mathias Hoffmann & Thomas Nitschka, 2009.
"Securitization of Mortgage Debt, Asset Prices and International Risk Sharing,"
CESifo Working Paper Series
2527, CESifo.
- Mathias Hoffmann & Thomas Nitschka, 2008. "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," IEW - Working Papers 376, Institute for Empirical Research in Economics - University of Zurich.
- Thomas Nitschka, 2010. "Idiosyncratic consumption risk and predictability of the carry trade premium: Euro-Area evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 24(1), pages 49-65, March.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2005.
"Consumption, Wealth and Business Cycles in Germany,"
CESifo Working Paper Series
1443, CESifo.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2008. "Consumption, wealth and business cycles in Germany," Empirical Economics, Springer, vol. 34(3), pages 451-476, June.
- Thomas Nitschka, 2007.
"Cashflow news, the value premium and an asset pricing view on European stock market integration,"
IEW - Working Papers
339, Institute for Empirical Research in Economics - University of Zurich.
- Nitschka, Thomas, 2010. "Cashflow news, the value premium and an asset pricing view on European stock market integration," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1406-1423, November.
- Koch, Cathérine Tahmee, 2014. "Risky adjustments or adjustments to risks: Decomposing bank leverage," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 242-254.
- Hoffmann, Mathias, 2006.
"Balanced Growth and Empirical Proxies of the Consumption-Wealth Ratio,"
Technical Reports
2006,26, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
Cited by:
- Alain Galli, 2016.
"How reliable are cointegration-based estimates for wealth effects on consumption? Evidence from Switzerland,"
Working Papers
2016-03, Swiss National Bank.
- Alain Galli, 2017. "How Reliable are Cointegration-Based Estimates for Wealth Effects on Consumption? Evidence from Switzerland," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 153(4), pages 437-479, October.
- Cliff L. F. Attfield & Jonathan R. W. Temple, 2006.
"Balanced growth and the great ratios: new evidence for the US and UK,"
Centre for Growth and Business Cycle Research Discussion Paper Series
75, Economics, The University of Manchester.
- Attfield, Cliff & Temple, Jonathan R.W., 2010. "Balanced growth and the great ratios: New evidence for the US and UK," Journal of Macroeconomics, Elsevier, vol. 32(4), pages 937-956, December.
- Alain Galli, 2016.
"How reliable are cointegration-based estimates for wealth effects on consumption? Evidence from Switzerland,"
Working Papers
2016-03, Swiss National Bank.
- Hamburg, Britta & Hoffmann, Mathias & Keller, Joachim, 2005.
"Consumption, wealth and business cycles: why is Germany different?,"
Discussion Paper Series 1: Economic Studies
2005,16, Deutsche Bundesbank.
Cited by:
- Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006.
"Forecasting stock market volatility with macroeconomic variables in real time,"
Discussion Paper Series 2: Banking and Financial Studies
2006,01, Deutsche Bundesbank.
- Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008. "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, vol. 60(3), pages 256-276.
- Jiri Slacalek, 2006.
"What Drives Personal Consumption?: The Role of Housing and Financial Wealth,"
Discussion Papers of DIW Berlin
647, DIW Berlin, German Institute for Economic Research.
- Slacalek, Jiri, 2009. "What Drives Personal Consumption? The Role of Housing and Financial Wealth," Working Paper Series 1117, European Central Bank.
- Slacalek Jiri, 2009. "What Drives Personal Consumption? The Role of Housing and Financial Wealth," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-37, October.
- Thiess Buettner & Martin Ruf, 2007.
"Tax incentives and the location of FDI: Evidence from a panel of German multinationals,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 14(2), pages 151-164, April.
- Buettner, Thiess & Ruf, Martin, 2005. "Tax incentives and the location of FDI: evidence from a panel of German multinationals," Discussion Paper Series 1: Economic Studies 2005,17, Deutsche Bundesbank.
- Büttner, Thiess & Ruf, Martin, 2004. "Tax Incentives and the Location of FDI: Evidence from a Panel of German Multinationals," ZEW Discussion Papers 04-76, ZEW - Leibniz Centre for European Economic Research.
- Fecht, Falko & Grüner, Hans Peter, 2005.
"Financial integration and systemic risk,"
Discussion Paper Series 2: Banking and Financial Studies
2005,11, Deutsche Bundesbank.
- Fecht, Falko & Grüner, Hans Peter, 2005. "Financial Integration and Systemic Risk," CEPR Discussion Papers 5253, C.E.P.R. Discussion Papers.
- Frey, Rainer & Hussinger, Katrin, 2006.
"The Role of Technology in M&As: A Firm Level Comparison of Cross-Border and Domestic Deals,"
ZEW Discussion Papers
06-069, ZEW - Leibniz Centre for European Economic Research.
- Frey, Rainer & Hussinger, Katrin, 2006. "The role of technology in M&As: a firm-level comparison of cross-border and domestic deals," Discussion Paper Series 1: Economic Studies 2006,45, Deutsche Bundesbank.
- Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang, 2006.
"Empirical risk analysis of pension insurance: the case of Germany,"
Discussion Paper Series 2: Banking and Financial Studies
2006,07, Deutsche Bundesbank.
- Wolfgang Gerke & Ferdinand Mager & Timo Reinschmidt & Christian Schmieder, 2008. "Empirical Risk Analysis of Pension Insurance: The Case of Germany," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(3), pages 763-784, September.
- Evelyn Hayden & Daniel Porath & Natalja Westernhagen, 2007.
"Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(3), pages 123-140, December.
- Evelyn Hayden & Daniel Porath & Natalja von Westernhagen, 2006. "Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios," Working Papers 110, Oesterreichische Nationalbank (Austrian Central Bank).
- von Westernhagen, Natalja & Porath, Daniel & Hayden, Evelyn, 2006. "Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios," Discussion Paper Series 2: Banking and Financial Studies 2006,05, Deutsche Bundesbank.
- Koetter, Michael, 2005.
"Evaluating the German bank merger wave,"
Discussion Paper Series 2: Banking and Financial Studies
2005,12, Deutsche Bundesbank.
- M. Koetter, 2005. "Evaluating the German Bank Merger Wave," Working Papers 05-16, Utrecht School of Economics.
- Falko Fecht & Antoine Martin, 2005.
"Banks, Markets, and Efficiency,"
Finance
0507017, University Library of Munich, Germany.
- Falko Fecht & Antoine Martin, 2005. "Banks, markets, and efficiency," Staff Reports 210, Federal Reserve Bank of New York.
- Fecht, Falko & Martin, Antoine, 2005. "Banks, markets, and efficiency," Discussion Paper Series 2: Banking and Financial Studies 2005,04, Deutsche Bundesbank.
- Falko Fecht & Antoine Martin, 2009. "Banks, markets, and efficiency," Annals of Finance, Springer, vol. 5(2), pages 131-160, March.
- Hoffmann, Johannes & Kurz-Kim, Jeong-Ryeol, 2006.
"Consumer price adjustment under the microscope: Germany in a period of low inflation,"
Discussion Paper Series 1: Economic Studies
2006,16, Deutsche Bundesbank.
- Hoffmann, Johannes & Kurz-Kim, Jeong-Ryeol, 2006. "Consumer price adjustment under the microscope: Germany in a period of low inflation," Working Paper Series 652, European Central Bank.
- Koetter, Michael & Karmann, Alexander & Fiorentino, Elisabetta, 2006. "The cost efficiency of German banks: a comparison of SFA and DEA," Discussion Paper Series 2: Banking and Financial Studies 2006,10, Deutsche Bundesbank.
- Stahn, Kerstin, 2006. "Has the impact of key determinants of German exports changed? Results from estimations of Germany's intra euro-area and extra euro-area exports," Discussion Paper Series 1: Economic Studies 2006,07, Deutsche Bundesbank.
- Hamerle, Alfred & Knapp, Michael & Liebig, Thilo & Wildenauer, Nicole, 2005. "Incorporating prediction and estimation risk in point-in-time credit portfolio models," Discussion Paper Series 2: Banking and Financial Studies 2005,13, Deutsche Bundesbank.
- Hansen, Lars Peter & Sargent, Thomas J., 2007.
"Recursive robust estimation and control without commitment,"
Journal of Economic Theory, Elsevier, vol. 136(1), pages 1-27, September.
- Hansen, Lars Peter & Sargent, Thomas J., 2005. "Recursive robust estimation and control without commitment," Discussion Paper Series 1: Economic Studies 2005,28, Deutsche Bundesbank.
- Ben R. Craig & Falko Fecht, 2006.
"The Eurosystem money market auctions: a banking perspective,"
Working Papers (Old Series)
0506, Federal Reserve Bank of Cleveland.
- Bartzsch, Nikolaus & Craig, Ben R. & Fecht, Falko, 2005. "The eurosystem money market auctions: a banking perspective," Discussion Paper Series 2: Banking and Financial Studies 2005,10, Deutsche Bundesbank.
- Craig, Ben & Fecht, Falko, 2007. "The eurosystem money market auctions: A banking perspective," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2925-2944, September.
- Tödter, Karl-Heinz, 2005. "Umstellung der deutschen VGR auf Vorjahrespreisbasis," Discussion Paper Series 1: Economic Studies 2005,31, Deutsche Bundesbank.
- Robert Jäckle & Georg Wamser, 2010.
"Going Multinational: What are the Effects on Home‐Market Performance?,"
German Economic Review, Verein für Socialpolitik, vol. 11(2), pages 188-207, May.
- Jäckle, Robert, 2006. "Going multinational: What are the effects on home market performance?," Discussion Paper Series 1: Economic Studies 2006,03, Deutsche Bundesbank.
- Jäckle Robert & Wamser Georg, 2010. "Going Multinational: What are the Effects on Home-Market Performance?," German Economic Review, De Gruyter, vol. 11(2), pages 188-207, May.
- Samorodnitsky, Gennady & Rachev, Svetlozar T. & Kurz-Kim, Jeong-Ryeol, 2005. "Asymptotic distribution of linear unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals," Discussion Paper Series 1: Economic Studies 2005,21, Deutsche Bundesbank.
- Raabe, K. & Arnold, I.J.M. & Kool, C.J.M., 2006.
"Industries and the bank lending effects of bank credit demand and monetary policy in Germany,"
Research Memorandum
006, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Arnold, Ivo J. M. & Kool, Clemens J. M. & Raabe, Katharina, 2006. "Industries and the bank lending effects of bank credit demand and monetary policy in Germany," Discussion Paper Series 1: Economic Studies 2006,48, Deutsche Bundesbank.
- Paustian, Matthias, 2005. "The role of contracting schemes for the welfare costs of nominal rigidities over the business cycle," Discussion Paper Series 1: Economic Studies 2005,22, Deutsche Bundesbank.
- Frondel, Manuel & Schmidt, Torsten & Vance, Colin & Zimmermann, Tobias & Belke, Ansgar, 2008. "Einfluss von Preisschocks auf die Preisentwicklung in Deutschland: Forschungsvorhaben des Bundesministeriums für Wirtschaft und Technologie. Projekt-Nr. I D 4-020815-16/07. Endbericht - Oktober 2008," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 70890, December.
- Joerg Breitung & M. Hashem Pesaran, 2005.
"Unit Roots and Cointegration in Panels,"
CESifo Working Paper Series
1565, CESifo.
- Jörg Breitung & M. Hashem Pesaran, 2005. "Unit Roots and Cointegration in Panels," IEPR Working Papers 05.32, Institute of Economic Policy Research (IEPR).
- Breitung, J. & Pesaran, M.H., 2005. "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics 0535, Faculty of Economics, University of Cambridge.
- Breitung, Jörg & Pesaran, Mohammad Hashem, 2005. "Unit roots and cointegration in panels," Discussion Paper Series 1: Economic Studies 2005,42, Deutsche Bundesbank.
- Eickmeier, Sandra, 2009.
"Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR,"
Working Papers
04/2009, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
- Eickmeier, Sandra, 2009. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR," Discussion Paper Series 1: Economic Studies 2009,35, Deutsche Bundesbank.
- Badi H. Baltagi, 2008.
"Forecasting with panel data,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
- Badi H. Baltagi, 2007. "Forecasting with Panel Data," Center for Policy Research Working Papers 91, Center for Policy Research, Maxwell School, Syracuse University.
- Baltagi, Badi H., 2006. "Forecasting with panel data," Discussion Paper Series 1: Economic Studies 2006,25, Deutsche Bundesbank.
- Thomas A. Knetsch, 2007.
"Forecasting the price of crude oil via convenience yield predictions,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(7), pages 527-549.
- Knetsch, Thomas A., 2006. "Forecasting the price of crude oil via convenience yield predictions," Discussion Paper Series 1: Economic Studies 2006,12, Deutsche Bundesbank.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2005.
"Consumption, Wealth and Business Cycles in Germany,"
CESifo Working Paper Series
1443, CESifo.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2008. "Consumption, wealth and business cycles in Germany," Empirical Economics, Springer, vol. 34(3), pages 451-476, June.
- Luis J. Álvarez & Emmanuel Dhyne & Marco M. Hoeberichts & Claudia Kwapil & Hervé le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2005.
"Sticky prices in the euro area: a summary of new micro evidence,"
Working Papers
0542, Banco de España.
- Álvarez, Luis J. & Vermeulen, Philip & Stahl, Harald & Sabbatini, Roberto & Martins, Fernando & Lünnemann, Patrick & Le Bihan, Hervé & Kwapil, Claudia & Hoeberichts, Marco M. & Dhyne, Emmanuel & Vilmu, 2005. "Sticky prices in the euro area: a summary of new micro evidence," Working Paper Series 563, European Central Bank.
- Fernando Martins & Luis J. Álvarez, 2006. "Sticky Prices in The Euro Area: a Summary of New Micro Evidence," Working Papers w200605, Banco de Portugal, Economics and Research Department.
- Álvarez, L. & Dhyne, E. & Hoeberichts, M. & Kwapil, C. & Le Bihan, H. & Lünnemann, P. & Martins, F. & Sabbatini, R. & Stahl,H. & Vermeulen, P. & Vilmunen, J., 2005. "Sticky Prices in the Euro Area: A Summary of New Micro Evidence," Working papers 138, Banque de France.
- Álvarez, Luis J. & Dhyne, Emmanuel & Hoeberichts, Marco & Kwapil, Claudia & Le Bihan, Hervé & Lünnemann, Patrick & Martins, Fernando & Sabbatini, Roberto & Stahl, Harald & Vermeulen, Philip & Vilmunen, 2006. "Sticky prices in the euro area: a summary of new micro evidence," Discussion Paper Series 1: Economic Studies 2006,02, Deutsche Bundesbank.
- Luis J. Álvarez & Emmanuel Dhyne & Marco Hoeberichts & Claudia Kwapil & Hervé Le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2006. "Sticky Prices in the Euro Area: A Summary of New Micro-Evidence," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 575-584, 04-05.
- Ziegler, Christina & Eickmeier, Sandra, 2006. "How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Discussion Paper Series 1: Economic Studies 2006,42, Deutsche Bundesbank.
- Hakenes, Hendrik & Fecht, Falko, 2006. "Money market derivatives and the allocation of liquidity risk in the banking sector," Discussion Paper Series 2: Banking and Financial Studies 2006,12, Deutsche Bundesbank.
- Nautz, Dieter & Ruth, Karsten, 2005.
"Monetary disequilibria and the Euro/Dollar exchange rate,"
Discussion Paper Series 1: Economic Studies
2005,18, Deutsche Bundesbank.
- Dieter Nautz & Karsten Ruth, 2008. "Monetary disequilibria and the euro/dollar exchange rate," The European Journal of Finance, Taylor & Francis Journals, vol. 14(8), pages 701-716.
- Lemke, Wolfgang & Greiber, Claus, 2005. "Money demand and macroeconomic uncertainty," Discussion Paper Series 1: Economic Studies 2005,26, Deutsche Bundesbank.
- Sims, Christopher A., 2005. "Rational inattention: a research agenda," Discussion Paper Series 1: Economic Studies 2005,34, Deutsche Bundesbank.
- Magdalena Zachłód-Jelec, 2010.
"Interrelations between Consumption and Wealth in Poland,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(1), pages 37-58, January.
- Zachłod-Jelec, Magdalena, 2010. "Interrelations between consumption and wealth in Poland," MF Working Papers 3, Ministry of Finance in Poland, revised 07 Jan 2010.
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"Cashflow news, the value premium and an asset pricing view on European stock market integration,"
IEW - Working Papers
339, Institute for Empirical Research in Economics - University of Zurich.
- Nitschka, Thomas, 2010. "Cashflow news, the value premium and an asset pricing view on European stock market integration," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1406-1423, November.
- Eickmeier Sandra, 2010. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(5), pages 571-600, October.
- Herrmann, Sabine & Jochem, Axel, 2005. "Trade balances of the central and east European EU member states and the role of foreign direct investment," Discussion Paper Series 1: Economic Studies 2005,41, Deutsche Bundesbank.
- Kamp, Andreas & Pfingsten, Andreas & Porath, Daniel, 2005. "Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios," Discussion Paper Series 2: Banking and Financial Studies 2005,03, Deutsche Bundesbank.
- Falko Fecht & Hans Grüner, 2008.
"Limits to International Banking Consolidation,"
Open Economies Review, Springer, vol. 19(5), pages 651-666, November.
- Grüner, Hans Peter & Fecht, Falko, 2006. "Limits to international banking consolidation," Discussion Paper Series 2: Banking and Financial Studies 2006,11, Deutsche Bundesbank.
- Fisch, Jan Hendrik, 2006. "Internalization and internationalization under copeting real options," Discussion Paper Series 1: Economic Studies 2006,15, Deutsche Bundesbank.
- Thomas A. Knetsch, 2006.
"Short-Run and Long-Run Comovement of GDP and Some Expenditure Aggregates in Germany, France and Italy,"
Springer Books, in: Convergence or Divergence in Europe?, pages 209-249,
Springer.
- Knetsch, Thomas A., 2005. "Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy," Discussion Paper Series 1: Economic Studies 2005,39, Deutsche Bundesbank.
- Ben R. Craig & Joachim G. Keller, 2004.
"The forecast ability of risk-neutral densities of foreign exchange,"
Working Papers (Old Series)
0409, Federal Reserve Bank of Cleveland.
- Craig, Ben R. & Keller, Joachim, 2005. "The forecast ability of risk-neutral densities of foreign exchange," Discussion Paper Series 2: Banking and Financial Studies 2005,05, Deutsche Bundesbank.
- Stahn, Kerstin, 2006. "Has the export pricing behaviour of German enterprises changed? Empirical evidence from German sectoral prices," Discussion Paper Series 1: Economic Studies 2006,37, Deutsche Bundesbank.
- Stamfort, Stefan, 2005. "Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von Filterverfahren," Discussion Paper Series 1: Economic Studies 2005,19, Deutsche Bundesbank.
- Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Real-time macroeconomic data and ex ante predictability of stock returns," Discussion Paper Series 1: Economic Studies 2006,10, Deutsche Bundesbank.
- Heid, Frank, 2005. "Cyclical implications of minimum capital requirements," Discussion Paper Series 2: Banking and Financial Studies 2005,06, Deutsche Bundesbank.
- Knetsch, Thomas A. & Reimers, Hans-Eggert, 2006. "How to treat benchmark revisions? The case of German production and orders statistics," Discussion Paper Series 1: Economic Studies 2006,38, Deutsche Bundesbank.
- Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006.
"Forecasting stock market volatility with macroeconomic variables in real time,"
Discussion Paper Series 2: Banking and Financial Studies
2006,01, Deutsche Bundesbank.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2005.
"Consumption, Wealth and Business Cycles in Germany,"
CESifo Working Paper Series
1443, CESifo.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2008. "Consumption, wealth and business cycles in Germany," Empirical Economics, Springer, vol. 34(3), pages 451-476, June.
Cited by:
- Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006.
"Forecasting stock market volatility with macroeconomic variables in real time,"
Discussion Paper Series 2: Banking and Financial Studies
2006,01, Deutsche Bundesbank.
- Pierdzioch, Christian & Döpke, Jörg & Hartmann, Daniel, 2008. "Forecasting stock market volatility with macroeconomic variables in real time," Journal of Economics and Business, Elsevier, vol. 60(3), pages 256-276.
- Jong Chil Son & Hail Park, 2020. "The Effects of Regional House Prices on Consumption in Korea: Heterogeneous Behaviors According to Homeownership Status and Lifecycle Stage," Sustainability, MDPI, vol. 12(9), pages 1-15, April.
- Jiri Slacalek, 2006.
"What Drives Personal Consumption?: The Role of Housing and Financial Wealth,"
Discussion Papers of DIW Berlin
647, DIW Berlin, German Institute for Economic Research.
- Slacalek, Jiri, 2009. "What Drives Personal Consumption? The Role of Housing and Financial Wealth," Working Paper Series 1117, European Central Bank.
- Slacalek Jiri, 2009. "What Drives Personal Consumption? The Role of Housing and Financial Wealth," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-37, October.
- Thiess Buettner & Martin Ruf, 2007.
"Tax incentives and the location of FDI: Evidence from a panel of German multinationals,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 14(2), pages 151-164, April.
- Buettner, Thiess & Ruf, Martin, 2005. "Tax incentives and the location of FDI: evidence from a panel of German multinationals," Discussion Paper Series 1: Economic Studies 2005,17, Deutsche Bundesbank.
- Büttner, Thiess & Ruf, Martin, 2004. "Tax Incentives and the Location of FDI: Evidence from a Panel of German Multinationals," ZEW Discussion Papers 04-76, ZEW - Leibniz Centre for European Economic Research.
- Fecht, Falko & Grüner, Hans Peter, 2005.
"Financial integration and systemic risk,"
Discussion Paper Series 2: Banking and Financial Studies
2005,11, Deutsche Bundesbank.
- Fecht, Falko & Grüner, Hans Peter, 2005. "Financial Integration and Systemic Risk," CEPR Discussion Papers 5253, C.E.P.R. Discussion Papers.
- Frey, Rainer & Hussinger, Katrin, 2006.
"The Role of Technology in M&As: A Firm Level Comparison of Cross-Border and Domestic Deals,"
ZEW Discussion Papers
06-069, ZEW - Leibniz Centre for European Economic Research.
- Frey, Rainer & Hussinger, Katrin, 2006. "The role of technology in M&As: a firm-level comparison of cross-border and domestic deals," Discussion Paper Series 1: Economic Studies 2006,45, Deutsche Bundesbank.
- Riccardo De Bonis & Andrea Silvestrini, 2012.
"The effects of financial and real wealth on consumption: new evidence from OECD countries,"
Applied Financial Economics, Taylor & Francis Journals, vol. 22(5), pages 409-425, March.
- Riccardo De Bonis & Andrea Silvestrini, 2011. "The effects of financial and real wealth on consumption: new evidence from OECD countries," Temi di discussione (Economic working papers) 837, Bank of Italy, Economic Research and International Relations Area.
- Riccardo De Bonis & Andrea Silvestrini, 2010. "The Effects of Financial and Real Wealth on Consumption: New Evidence from OECD Countries," Mo.Fi.R. Working Papers 38, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Auer Benjamin R., 2012. "Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren? / Can Time-varying Parameter Specification Based on Consumption Variables Rehabilitate CAPM, ," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 232(5), pages 518-544, October.
- Schmieder, Christian & Reinschmidt, Timo & Mager, Ferdinand & Gerke, Wolfgang, 2006.
"Empirical risk analysis of pension insurance: the case of Germany,"
Discussion Paper Series 2: Banking and Financial Studies
2006,07, Deutsche Bundesbank.
- Wolfgang Gerke & Ferdinand Mager & Timo Reinschmidt & Christian Schmieder, 2008. "Empirical Risk Analysis of Pension Insurance: The Case of Germany," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(3), pages 763-784, September.
- Evelyn Hayden & Daniel Porath & Natalja Westernhagen, 2007.
"Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 32(3), pages 123-140, December.
- Evelyn Hayden & Daniel Porath & Natalja von Westernhagen, 2006. "Does Diversification Improve the Performance of German Banks? Evidence from Individual Bank Loan Portfolios," Working Papers 110, Oesterreichische Nationalbank (Austrian Central Bank).
- von Westernhagen, Natalja & Porath, Daniel & Hayden, Evelyn, 2006. "Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios," Discussion Paper Series 2: Banking and Financial Studies 2006,05, Deutsche Bundesbank.
- Carroll, Christopher D. & Slacalek, Jiri & Otsuka, Misuzu, 2010.
"How large are housing and financial wealth effects? A new approach,"
Working Paper Series
1283, European Central Bank.
- Christopher D. Carroll & Misuzu Otsuka & Jiri Slacalek, 2011. "How Large Are Housing and Financial Wealth Effects? A New Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 55-79, February.
- Christopher D. Carroll & Misuzu Otsuka & Jiri Slacalek, 2011. "How Large Are Housing and Financial Wealth Effects? A New Approach," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(1), pages 55-79, February.
- Carroll, Christopher D. & Otsuka, Misuzu & Slacalek, Jirka, 2006.
"How large is the housing wealth effect? A new approach,"
CFS Working Paper Series
2006/35, Center for Financial Studies (CFS).
- Christopher D. Carroll & Misuzu Otsuka & Jirka Slacalek, 2006. "How Large Is the Housing Wealth Effect? A New Approach," Economics Working Paper Archive 535, The Johns Hopkins University,Department of Economics.
- Christopher D. Carroll & Misuzu Otsuka & Jirka Slacalek, 2006. "How Large Is the Housing Wealth Effect? A New Approach," NBER Working Papers 12746, National Bureau of Economic Research, Inc.
- Koetter, Michael, 2005.
"Evaluating the German bank merger wave,"
Discussion Paper Series 2: Banking and Financial Studies
2005,12, Deutsche Bundesbank.
- M. Koetter, 2005. "Evaluating the German Bank Merger Wave," Working Papers 05-16, Utrecht School of Economics.
- Falko Fecht & Antoine Martin, 2005.
"Banks, Markets, and Efficiency,"
Finance
0507017, University Library of Munich, Germany.
- Falko Fecht & Antoine Martin, 2005. "Banks, markets, and efficiency," Staff Reports 210, Federal Reserve Bank of New York.
- Fecht, Falko & Martin, Antoine, 2005. "Banks, markets, and efficiency," Discussion Paper Series 2: Banking and Financial Studies 2005,04, Deutsche Bundesbank.
- Falko Fecht & Antoine Martin, 2009. "Banks, markets, and efficiency," Annals of Finance, Springer, vol. 5(2), pages 131-160, March.
- Thomas Nitschka, 2012. "Global and country-specific business cycle risk in time-varying excess returns on asset markets," Working Papers 2012-10, Swiss National Bank.
- de Bondt, Gabe & Gieseck, Arne & Herrero, Pablo & Zekaite, Zivile, 2019.
"Disaggregate income and wealth effects in the largest euro area countries,"
Research Technical Papers
15/RT/19, Central Bank of Ireland.
- de Bondt, Gabe & Gieseck, Arne & Zekaite, Zivile & Herrero, Pablo, 2019. "Disaggregate income and wealth effects in the largest euro area countries," Working Paper Series 2343, European Central Bank.
- Jiri Slacalek, 2006.
"International Wealth Effects,"
Discussion Papers of DIW Berlin
596, DIW Berlin, German Institute for Economic Research.
- Jiri Slacalek, 2006. "International Wealth Effects," Computing in Economics and Finance 2006 425, Society for Computational Economics.
- Guerrieri, Cinzia & Mendicino, Caterina, 2018. "Wealth effects in the euro area," Working Paper Series 2157, European Central Bank.
- Hoffmann, Johannes & Kurz-Kim, Jeong-Ryeol, 2006.
"Consumer price adjustment under the microscope: Germany in a period of low inflation,"
Discussion Paper Series 1: Economic Studies
2006,16, Deutsche Bundesbank.
- Hoffmann, Johannes & Kurz-Kim, Jeong-Ryeol, 2006. "Consumer price adjustment under the microscope: Germany in a period of low inflation," Working Paper Series 652, European Central Bank.
- Thomas Nitschka, 2010.
"International Evidence for Return Predictability and the Implications for Long‐Run Covariation of the G7 Stock Markets,"
German Economic Review, Verein für Socialpolitik, vol. 11(4), pages 527-544, November.
- Nitschka Thomas, 2010. "International Evidence for Return Predictability and the Implications for Long-Run Covariation of the G7 Stock Markets," German Economic Review, De Gruyter, vol. 11(4), pages 527-544, December.
- Thomas Nitschka, 2007. "International evidence for return predictability and the implications for long-run covariation of the G7 stock markets," IEW - Working Papers 338, Institute for Empirical Research in Economics - University of Zurich.
- Koetter, Michael & Karmann, Alexander & Fiorentino, Elisabetta, 2006. "The cost efficiency of German banks: a comparison of SFA and DEA," Discussion Paper Series 2: Banking and Financial Studies 2006,10, Deutsche Bundesbank.
- Stahn, Kerstin, 2006. "Has the impact of key determinants of German exports changed? Results from estimations of Germany's intra euro-area and extra euro-area exports," Discussion Paper Series 1: Economic Studies 2006,07, Deutsche Bundesbank.
- Hamerle, Alfred & Knapp, Michael & Liebig, Thilo & Wildenauer, Nicole, 2005. "Incorporating prediction and estimation risk in point-in-time credit portfolio models," Discussion Paper Series 2: Banking and Financial Studies 2005,13, Deutsche Bundesbank.
- Alain Galli, 2016.
"How reliable are cointegration-based estimates for wealth effects on consumption? Evidence from Switzerland,"
Working Papers
2016-03, Swiss National Bank.
- Alain Galli, 2017. "How Reliable are Cointegration-Based Estimates for Wealth Effects on Consumption? Evidence from Switzerland," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 153(4), pages 437-479, October.
- Martin Gonzalez-Eiras & Dirk Niepelt, 2004.
"Sustaining Social Security,"
2004 Meeting Papers
199, Society for Economic Dynamics.
- Dirk Niepelt & Martin Gonzalez-Eiras, 2007. "Sustaining Social Security," 2007 Meeting Papers 95, Society for Economic Dynamics.
- Martin Gonzalez Eiras & Dirk Niepelt, 2004. "Sustaining Social Security," Working Papers 72, Universidad de San Andres, Departamento de Economia, revised Jun 2004.
- Martín Gonzalez-Eiras & Dirk Niepelt, 2005. "Sustaining Social Security," CESifo Working Paper Series 1494, CESifo.
- Gonzales-Eiras, Martín & Niepelt, Dirk, 2004. "Sustaining Social Security," Seminar Papers 731, Stockholm University, Institute for International Economic Studies.
- Manuel Leon Navarro & Rafael Flores de Frutos, 2011. "Consumption and Housing Wealth Breakdown of the Effect of a Rise in Interest Rates," Post-Print hal-00687732, HAL.
- León Navarro, Manuel & Flores de Frutos, Rafael, 2015. "Residential versus financial wealth effects on consumption from a shock in interest rates," Economic Modelling, Elsevier, vol. 49(C), pages 81-90.
- Chauvin, V. & Damette, O., 2010. "Wealth effects: the French case," Working papers 276, Banque de France.
- Hansen, Lars Peter & Sargent, Thomas J., 2007.
"Recursive robust estimation and control without commitment,"
Journal of Economic Theory, Elsevier, vol. 136(1), pages 1-27, September.
- Hansen, Lars Peter & Sargent, Thomas J., 2005. "Recursive robust estimation and control without commitment," Discussion Paper Series 1: Economic Studies 2005,28, Deutsche Bundesbank.
- Eilev S. Jansen, 2010.
"Wealth effects on consumption in financial crises: the case of Norway,"
Discussion Papers
616, Statistics Norway, Research Department.
- Eilev Jansen, 2013. "Wealth effects on consumption in financial crises: the case of Norway," Empirical Economics, Springer, vol. 45(2), pages 873-904, October.
- Ben R. Craig & Falko Fecht, 2006.
"The Eurosystem money market auctions: a banking perspective,"
Working Papers (Old Series)
0506, Federal Reserve Bank of Cleveland.
- Bartzsch, Nikolaus & Craig, Ben R. & Fecht, Falko, 2005. "The eurosystem money market auctions: a banking perspective," Discussion Paper Series 2: Banking and Financial Studies 2005,10, Deutsche Bundesbank.
- Craig, Ben & Fecht, Falko, 2007. "The eurosystem money market auctions: A banking perspective," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2925-2944, September.
- Tödter, Karl-Heinz, 2005. "Umstellung der deutschen VGR auf Vorjahrespreisbasis," Discussion Paper Series 1: Economic Studies 2005,31, Deutsche Bundesbank.
- Robert Jäckle & Georg Wamser, 2010.
"Going Multinational: What are the Effects on Home‐Market Performance?,"
German Economic Review, Verein für Socialpolitik, vol. 11(2), pages 188-207, May.
- Jäckle, Robert, 2006. "Going multinational: What are the effects on home market performance?," Discussion Paper Series 1: Economic Studies 2006,03, Deutsche Bundesbank.
- Jäckle Robert & Wamser Georg, 2010. "Going Multinational: What are the Effects on Home-Market Performance?," German Economic Review, De Gruyter, vol. 11(2), pages 188-207, May.
- Dimitrios Sideris & Georgia Pavlou, 2021. "Disaggregate income and wealth effects on private consumption in Greece," Working Papers 293, Bank of Greece.
- Samorodnitsky, Gennady & Rachev, Svetlozar T. & Kurz-Kim, Jeong-Ryeol, 2005. "Asymptotic distribution of linear unbiased estimators in the presence of heavy-tailed stochastic regressors and residuals," Discussion Paper Series 1: Economic Studies 2005,21, Deutsche Bundesbank.
- Dreger, Christian & Reimers, Hans-Eggert, 2011.
"The long run relationship between private consumption and wealth: common and idiosyncratic effects,"
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- Christian Dreger & Hans-Eggert Reimers, 2012. "The long run relationship between private consumption and wealth: common and idiosyncratic effects," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 11(1), pages 21-34, April.
- Raabe, K. & Arnold, I.J.M. & Kool, C.J.M., 2006.
"Industries and the bank lending effects of bank credit demand and monetary policy in Germany,"
Research Memorandum
006, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Arnold, Ivo J. M. & Kool, Clemens J. M. & Raabe, Katharina, 2006. "Industries and the bank lending effects of bank credit demand and monetary policy in Germany," Discussion Paper Series 1: Economic Studies 2006,48, Deutsche Bundesbank.
- Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Mariolis, Theodore, 2014.
"An endogenous Goodwin-Keynes business cycle model: Evidence for Germany (1991-2007),"
MPRA Paper
90035, University Library of Munich, Germany.
- Konstantinos N. Konstantakis & Panayotis G. Michaelides & Theodore Mariolis, 2014. "An endogenous Goodwin--Keynes business cycle model: evidence for Germany (1991--2007)," Applied Economics Letters, Taylor & Francis Journals, vol. 21(7), pages 481-486, May.
- Paustian, Matthias, 2005. "The role of contracting schemes for the welfare costs of nominal rigidities over the business cycle," Discussion Paper Series 1: Economic Studies 2005,22, Deutsche Bundesbank.
- Frondel, Manuel & Schmidt, Torsten & Vance, Colin & Zimmermann, Tobias & Belke, Ansgar, 2008. "Einfluss von Preisschocks auf die Preisentwicklung in Deutschland: Forschungsvorhaben des Bundesministeriums für Wirtschaft und Technologie. Projekt-Nr. I D 4-020815-16/07. Endbericht - Oktober 2008," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 70890, December.
- Joerg Breitung & M. Hashem Pesaran, 2005.
"Unit Roots and Cointegration in Panels,"
CESifo Working Paper Series
1565, CESifo.
- Jörg Breitung & M. Hashem Pesaran, 2005. "Unit Roots and Cointegration in Panels," IEPR Working Papers 05.32, Institute of Economic Policy Research (IEPR).
- Breitung, J. & Pesaran, M.H., 2005. "Unit Roots and Cointegration in Panels," Cambridge Working Papers in Economics 0535, Faculty of Economics, University of Cambridge.
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"Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR,"
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Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(2), pages 153-173.
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Money Macro and Finance (MMF) Research Group Conference 2005
22, Money Macro and Finance Research Group.
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"Forecasting the price of crude oil via convenience yield predictions,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(7), pages 527-549.
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"Consumption, Wealth and Business Cycles in Germany,"
CESifo Working Paper Series
1443, CESifo.
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Working Papers
0542, Banco de España.
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- Fernando Martins & Luis J. Álvarez, 2006. "Sticky Prices in The Euro Area: a Summary of New Micro Evidence," Working Papers w200605, Banco de Portugal, Economics and Research Department.
- Álvarez, L. & Dhyne, E. & Hoeberichts, M. & Kwapil, C. & Le Bihan, H. & Lünnemann, P. & Martins, F. & Sabbatini, R. & Stahl,H. & Vermeulen, P. & Vilmunen, J., 2005. "Sticky Prices in the Euro Area: A Summary of New Micro Evidence," Working papers 138, Banque de France.
- Álvarez, Luis J. & Dhyne, Emmanuel & Hoeberichts, Marco & Kwapil, Claudia & Le Bihan, Hervé & Lünnemann, Patrick & Martins, Fernando & Sabbatini, Roberto & Stahl, Harald & Vermeulen, Philip & Vilmunen, 2006. "Sticky prices in the euro area: a summary of new micro evidence," Discussion Paper Series 1: Economic Studies 2006,02, Deutsche Bundesbank.
- Luis J. Álvarez & Emmanuel Dhyne & Marco Hoeberichts & Claudia Kwapil & Hervé Le Bihan & Patrick Lünnemann & Fernando Martins & Roberto Sabbatini & Harald Stahl & Philip Vermeulen & Jouko Vilmunen, 2006. "Sticky Prices in the Euro Area: A Summary of New Micro-Evidence," Journal of the European Economic Association, MIT Press, vol. 4(2-3), pages 575-584, 04-05.
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- Ziegler, Christina & Eickmeier, Sandra, 2006. "How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach," Discussion Paper Series 1: Economic Studies 2006,42, Deutsche Bundesbank.
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"Monetary disequilibria and the Euro/Dollar exchange rate,"
Discussion Paper Series 1: Economic Studies
2005,18, Deutsche Bundesbank.
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"Interrelations between Consumption and Wealth in Poland,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(1), pages 37-58, January.
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"Cashflow news, the value premium and an asset pricing view on European stock market integration,"
IEW - Working Papers
339, Institute for Empirical Research in Economics - University of Zurich.
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- Monica Paiella, 2009. "The Stock Market, Housing And Consumer Spending: A Survey Of The Evidence On Wealth Effects," Journal of Economic Surveys, Wiley Blackwell, vol. 23(5), pages 947-973, December.
- Eickmeier Sandra, 2010. "Analyse der Übertragung US-amerikanischer Schocks auf Deutschland auf Basis eines FAVAR / A FAVAR-based Analysis of the Transmission of US Shocks to Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 230(5), pages 571-600, October.
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- Kamp, Andreas & Pfingsten, Andreas & Porath, Daniel, 2005. "Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios," Discussion Paper Series 2: Banking and Financial Studies 2005,03, Deutsche Bundesbank.
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"Limits to International Banking Consolidation,"
Open Economies Review, Springer, vol. 19(5), pages 651-666, November.
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- E Bárcena-MartÃn & M RodrÃguez-Fernández & S Borrego-DomÃnguez, 2017. "Golf, supply and demand," Tourism Economics, , vol. 23(6), pages 1220-1234, September.
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"Short-Run and Long-Run Comovement of GDP and Some Expenditure Aggregates in Germany, France and Italy,"
Springer Books, in: Convergence or Divergence in Europe?, pages 209-249,
Springer.
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"The forecast ability of risk-neutral densities of foreign exchange,"
Working Papers (Old Series)
0409, Federal Reserve Bank of Cleveland.
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- Stahn, Kerstin, 2006. "Has the export pricing behaviour of German enterprises changed? Empirical evidence from German sectoral prices," Discussion Paper Series 1: Economic Studies 2006,37, Deutsche Bundesbank.
- Stamfort, Stefan, 2005. "Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von Filterverfahren," Discussion Paper Series 1: Economic Studies 2005,19, Deutsche Bundesbank.
- Döpke, Jörg & Hartmann, Daniel & Pierdzioch, Christian, 2006. "Real-time macroeconomic data and ex ante predictability of stock returns," Discussion Paper Series 1: Economic Studies 2006,10, Deutsche Bundesbank.
- Heid, Frank, 2005. "Cyclical implications of minimum capital requirements," Discussion Paper Series 2: Banking and Financial Studies 2005,06, Deutsche Bundesbank.
- Ersi Athanassiou & Ekaterini Tsouma, 2017. "Financial and Housing Wealth Effects on Private Consumption: The Case of Greece," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 15(1), pages 63-86.
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"Financial Globalization, International Business Cycles and Consumption Risk Sharing,"
CEPR Discussion Papers
4697, C.E.P.R. Discussion Papers.
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Cited by:
- Nitschka, Thomas, 2011.
"Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe,"
VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis
48684, Verein für Socialpolitik / German Economic Association.
- Thomas Nitschka, 2012. "Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe," Working Papers 2012-04, Swiss National Bank.
- Becker, Sascha & Hoffmann, Mathias, 2008.
"Equity Fund Ownership and the Cross-Regional Diversification of Household Risk,"
Stirling Economics Discussion Papers
2008-25, University of Stirling, Division of Economics.
- Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," CESifo Working Paper Series 2205, CESifo.
- Becker, Sascha O. & Hoffmann, Mathias, 2010. "Equity fund ownership and the cross-regional diversification of household risk," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 90-102, January.
- Michael J. Artis & Mathias Hoffmann, 2007.
"The Home Bias and Capital Income Flows between Countries and Regions,"
IEW - Working Papers
316, Institute for Empirical Research in Economics - University of Zurich.
- Artis, Michael & Hoffmann, Mathias, 2006. "The Home Bias and Capital Income Flows between Countries and Regions," CEPR Discussion Papers 5691, C.E.P.R. Discussion Papers.
- Artis, Michael J. & Hoffmann, Mathias, 2006. "The Home Bias and Capital Income Flows between Countries and Regions," Technical Reports 2006,13, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Holinski, N. & Kool, C.J.M. & Muysken, J., 2009.
"Taking home bias seriously: absolute and relative measures explaining consumption risk-sharing,"
Research Memorandum
035, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Holinski, N. & Kool, C.J.M. & Muysken, J., 2008. "Taking home bias seriously: absolute and relative measures explaining consumption risk-sharing," Research Memorandum 025, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Markus Leibrecht & Johann Scharler, 2009.
"Banks, Financial Markets and International Consumption Risk Sharing,"
Economics working papers
2009-14, Department of Economics, Johannes Kepler University Linz, Austria.
- Markus Leibrecht & Johann Scharler, 2012. "Banks, Financial Markets and International Consumption Risk Sharing," German Economic Review, Verein für Socialpolitik, vol. 13(3), pages 331-351, August.
- Markus Leibrecht & Johann Scharler, 2009. "Banks, Financial Markets and International Consumption Risk Sharing," Department of Economics Working Papers wuwp128, Vienna University of Economics and Business, Department of Economics.
- Leibrecht Markus & Scharler Johann, 2012. "Banks, Financial Markets and International Consumption Risk Sharing," German Economic Review, De Gruyter, vol. 13(3), pages 331-351, August.
- Leibrecht, Markus & Scharler, Johann, 2009. "Banks, financial markets, and international consumption risk sharing," Department of Economics Working Paper Series 128, WU Vienna University of Economics and Business.
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"EMU, EU, Market Integration and Consumption Smoothing,"
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2011-21, CEPII research center.
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"Assessing the degree of international consumption risk sharing,"
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- Agustin S. Benetrix, 2015.
"International Risk Sharing and the Irish Economy,"
The Economic and Social Review, Economic and Social Studies, vol. 46(1), pages 29-49.
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"Temporal and Spatial Dependence of Inter-Regional Risk Sharing: Evidence from Russia,"
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373, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Fidrmuc, Jarko & Degler, Moritz, 2021. "Temporal And Spatial Dependence Of Interregional Risk Sharing: Evidence From Russia," Macroeconomic Dynamics, Cambridge University Press, vol. 25(1), pages 178-200, January.
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- Francisco Corona & Pilar Poncela & Esther Ruiz, 2020.
"Estimating Non-stationary Common Factors: Implications for Risk Sharing,"
Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 37-60, January.
- Corona, Francisco & Poncela, Pilar, 2017. "Estimating non-stationary common factors : Implications for risk sharing," DES - Working Papers. Statistics and Econometrics. WS 24585, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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- Stefan Gerlach & Mathias Hoffmann, 2008. "The Impact of the Euro on International Stability and Volatility," European Economy - Economic Papers 2008 - 2015 309, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Brendan Epstein & Rahul Mukherjee & Shanthi Ramnath, 2014.
"Taxes and International Risk Sharing,"
International Finance Discussion Papers
1110, Board of Governors of the Federal Reserve System (U.S.).
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- Ventura, Luigi, 2008. "Risk sharing opportunities and macroeconomic factors in Latin American and Caribbean countries : A consumption insurance assessment," Policy Research Working Paper Series 4490, The World Bank.
- Malin Gardberg, 2016. "Determinants of International Consumption Risk Sharing in Emerging Markets and Developing Countries," EcoMod2016 9452, EcoMod.
- Markus Leibrecht & Johann Scharler, 2008. "Reconsidering Consumption Risk Sharing among OECD Countries: Some Evidence Based on Panel Cointegration," Open Economies Review, Springer, vol. 19(4), pages 493-505, September.
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"The real effects of financial integration,"
Journal of International Economics, Elsevier, vol. 68(2), pages 296-324, March.
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- Jean Imbs, 2006. "The Real Effects of Financial Integration," Post-Print hal-00612566, HAL.
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- Hevia, Constantino & Serven, Luis, 2013. "Partial consumption insurance and financial openness across the world," Policy Research Working Paper Series 6479, The World Bank.
- Faruk, Balli & Eleonora, Pierucci, 2016. "Risk sharing among economic sectors," MPRA Paper 72452, University Library of Munich, Germany.
- Gerdie Everaert & Lorenzo Pozzi, 2022. "Encompassing measures of international consumption risk sharing and their link with trade and financial globalization," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 433-449, March.
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"Financial reforms and low‐income households' impact on international consumption risk sharing,"
International Finance, Wiley Blackwell, vol. 25(3), pages 375-395, December.
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- Robert P. Flood & Nancy P. Marion & Akito Matsumoto, 2012.
"International risk sharing during the globalization era,"
Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 394-416, May.
- Robert P. Flood & Nancy P. Marion & Akito Matsumoto, 2012. "International risk sharing during the globalization era," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(2), pages 394-416, May.
- Mr. Akito Matsumoto & Mr. Robert P Flood & Ms. Nancy P. Marion, 2009. "International Risk Sharing During the Globalization Era," IMF Working Papers 2009/209, International Monetary Fund.
- Eleonora Pierucci & Luigi Ventura, 2011. "On international risk sharing and financial globalization: some gloomy evidence," Departmental Working Papers of Economics - University 'Roma Tre' 0124, Department of Economics - University Roma Tre.
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2021.
"Risk sharing in currency unions: The migration channel,"
University of Tübingen Working Papers in Business and Economics
144, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Müller, Gernot & Kohler, Wilhelm & Wellmann, Susanne, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CEPR Discussion Papers 16178, C.E.P.R. Discussion Papers.
- Wilhelm Kohler & Gernot Müller & Susanne Wellmann, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CESifo Working Paper Series 8982, CESifo.
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2023. "Risk sharing in currency unions: The migration channel," European Economic Review, Elsevier, vol. 158(C).
- Balli, Faruk & Pericoli, Filippo M. & Pierucci, Eleonora, 2018. "Globalization and international risk-sharing: The role of social and political integration," European Journal of Political Economy, Elsevier, vol. 55(C), pages 324-345.
- Eleonora Pierucci & Luigi Ventura, 2010. "Risk Sharing: A Long Run Issue?," Open Economies Review, Springer, vol. 21(5), pages 705-730, November.
- Michael Donadelli & Ivan Gufler, 2024. "Economic and financial integration, capital controls, and risk sharing," Economica, London School of Economics and Political Science, vol. 91(364), pages 1482-1520, October.
- Nikolaos Antonakakis & Johann Scharler, 2010. "Have Consumption Risks in the G7 Countries Become Diversified?," Economics working papers 2010-16, Department of Economics, Johannes Kepler University Linz, Austria.
- Fidrmuc, Jarko & Foster, Neil & Scharler, Johann, 2011. "Labour market rigidities and international risk sharing across OECD countries," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 660-677, June.
- Rangvid, Jesper & Santa-Clara, Pedro & Schmeling, Maik, 2016. "Capital market integration and consumption risk sharing over the long run," Journal of International Economics, Elsevier, vol. 103(C), pages 27-43.
- Pontines, Victor, 2020. "A provincial view of consumption risk sharing in Korea:Asset classes as shock absorbers," Journal of the Japanese and International Economies, Elsevier, vol. 55(C).
- Michael ARTIS & Mathias HOFFMANN, 2003.
"Home Bias and the Structure of International and Regional Business Cycles,"
Economics Working Papers
ECO2003/15, European University Institute.
Cited by:
- Vincent Labhard & Michael Sawicki, 2006. "International and intranational consumption risk sharing: the evidence for the United Kingdom and OECD," Bank of England working papers 302, Bank of England.
- Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2003.
"Intra-and International Risk-Sharing in the Short Run and the Long Run,"
CESifo Working Paper Series
1111, CESifo.
- Becker, Sascha O. & Hoffmann, Mathias, 2006. "Intra- and international risk-sharing in the short run and the long run," European Economic Review, Elsevier, vol. 50(3), pages 777-806, April.
Cited by:
- Hepp, Ralf & von Hagen, Jürgen, 2009.
"Fiscal federalism in Germany: Stabilization and redistribution before and after unification,"
ZEI Working Papers
B 01-2009, University of Bonn, ZEI - Center for European Integration Studies.
- von Hagen, Jurgen & Hepp, Ralf, 2009. "Fiscal Federalism in Germany: Stabilization and Redistribution Before and After Unification," CEPR Discussion Papers 7246, C.E.P.R. Discussion Papers.
- Ralf Hepp & Jürgen von Hagen, 2009. "Fiscal Federalism in Germany: Stabilization and Redistribution Before and After Unification," Fordham Economics Discussion Paper Series dp2009-06, Fordham University, Department of Economics.
- Ralf Hepp & Jürgen von Hagen, 2012. "Fiscal Federalism in Germany: Stabilization and Redistribution Before and After Unification," Publius: The Journal of Federalism, CSF Associates Inc., vol. 42(2), pages 234-259, April.
- Hepp, Ralf & von Hagen, Jürgen, 2010. "Fiscal federalism in Germany: Stabilization and redistribution before and after unification," ZEI Working Papers B 02-2010, University of Bonn, ZEI - Center for European Integration Studies.
- Vadym Volosovych, 2011.
"Risk sharing from international factor income: explaining cross-country differences,"
Post-Print
hal-00768584, HAL.
- Vadym Volosovych, 2013. "Risk sharing from international factor income: explaining cross-country differences," Applied Economics, Taylor & Francis Journals, vol. 45(11), pages 1435-1459, April.
- Vadym Volosovych, 2006. "Risk Sharing from International Factor Income: Explaining Cross-Country Differences," Working Papers 06008, Department of Economics, College of Business, Florida Atlantic University, revised Jan 2009.
- Jüßen, Falko, 2006.
"Interregional Risk Sharing and Fiscal Redistribution in Reunified Germany,"
Technical Reports
2006,40, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Falko Jüßen, 2006. "Interregional risk sharing and fiscal redistribution in unified Germany," Papers in Regional Science, Wiley Blackwell, vol. 85(2), pages 235-255, June.
- Becker, Sascha & Hoffmann, Mathias, 2008.
"Equity Fund Ownership and the Cross-Regional Diversification of Household Risk,"
Stirling Economics Discussion Papers
2008-25, University of Stirling, Division of Economics.
- Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," CESifo Working Paper Series 2205, CESifo.
- Becker, Sascha O. & Hoffmann, Mathias, 2010. "Equity fund ownership and the cross-regional diversification of household risk," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 90-102, January.
- Michael J. Artis & Mathias Hoffmann, 2007.
"The Home Bias and Capital Income Flows between Countries and Regions,"
IEW - Working Papers
316, Institute for Empirical Research in Economics - University of Zurich.
- Artis, Michael & Hoffmann, Mathias, 2006. "The Home Bias and Capital Income Flows between Countries and Regions," CEPR Discussion Papers 5691, C.E.P.R. Discussion Papers.
- Artis, Michael J. & Hoffmann, Mathias, 2006. "The Home Bias and Capital Income Flows between Countries and Regions," Technical Reports 2006,13, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Holinski, N. & Kool, C.J.M. & Muysken, J., 2009.
"Taking home bias seriously: absolute and relative measures explaining consumption risk-sharing,"
Research Memorandum
035, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Holinski, N. & Kool, C.J.M. & Muysken, J., 2008. "Taking home bias seriously: absolute and relative measures explaining consumption risk-sharing," Research Memorandum 025, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Thomas A. Knetsch & Arne J. Nagengast, 2017.
"Penny wise and pound foolish? On the income from Germany’s foreign investments,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(4), pages 753-778, November.
- Knetsch, Thomas A. & Nagengast, Arne J., 2016. "On the dynamics of the investment income balance," Discussion Papers 21/2016, Deutsche Bundesbank.
- Clancy, Daragh & Ricci, Lorenzo, 2022.
"Economic sentiments and international risk sharing,"
International Economics, Elsevier, vol. 169(C), pages 208-229.
- Daragh Clancy & Lorenzo Ricci, 2022. "Economic sentiments and international risk sharing," International Economics, CEPII research center, issue 169, pages 208-229.
- N. Holinski & C.J.M. Kool & J. Muysken, 2011.
"The Impact of International Portfolio Composition on Consumption Risk Sharing,"
Working Papers
11-20, Utrecht School of Economics.
- Holinski, Nils & Kool, Clemens J.M. & Muysken, Joan, 2012. "The impact of international portfolio composition on consumption risk sharing," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1715-1728.
- Jarko Fidrmuc & Neil Foster & Johann Scharler, 2007. "Labour Market Rigidities, Financial Integration and International Risk Sharing in the OECD," CESifo Working Paper Series 2028, CESifo.
- Asdrubali, Pierfederico & Kim, Soyoung & Pericoli, Filippo Maria & Poncela, Pilar, 2023. "Risk sharing channels in OECD countries: A heterogeneous panel VAR approach," Journal of International Money and Finance, Elsevier, vol. 131(C).
- Jan Fidrmuc, 2013.
"Political Economy of Fiscal Unions,"
CESifo Working Paper Series
4344, CESifo.
- Fidrmuc, Jan, 2015. "Political economy of fiscal unions," European Journal of Political Economy, Elsevier, vol. 40(PA), pages 147-157.
- Jan Fidrmuc, 2013. "Political Economy of Fiscal Unions," CEDI Discussion Paper Series 13-06, Centre for Economic Development and Institutions(CEDI), Brunel University.
- Jarko Fidrmuc & Moritz Degler, 2018.
"Temporal and Spatial Dependence of Inter-Regional Risk Sharing: Evidence from Russia,"
Working Papers
373, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Fidrmuc, Jarko & Degler, Moritz, 2021. "Temporal And Spatial Dependence Of Interregional Risk Sharing: Evidence From Russia," Macroeconomic Dynamics, Cambridge University Press, vol. 25(1), pages 178-200, January.
- Yosha, Oved & Sørensen, Bent E & Wu, Yi-Tsung & ,, 2005.
"Home Bias and International Risk Sharing: Twin Puzzles Separated at Birth,"
CEPR Discussion Papers
5113, C.E.P.R. Discussion Papers.
- Sorensen, Bent E. & Wu, Yi-Tsung & Yosha, Oved & Zhu, Yu, 2007. "Home bias and international risk sharing: Twin puzzles separated at birth," Journal of International Money and Finance, Elsevier, vol. 26(4), pages 587-605, June.
- Balli, Faruk & Sorensen, Bent E., 2007. "Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving," MPRA Paper 10223, University Library of Munich, Germany.
- Hamburg, Britta & Hoffmann, Mathias & Keller, Joachim, 2005. "Consumption, wealth and business cycles: why is Germany different?," Discussion Paper Series 1: Economic Studies 2005,16, Deutsche Bundesbank.
- Peter Fuleky & L Ventura & Qianxue Zhao, 2013.
"Common Correlated Effects and International Risk Sharing,"
Working Papers
201315, University of Hawaii at Manoa, Department of Economics.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2016. "Common Correlated Effects and International Risk Sharing," Working Papers 201612, University of Hawaii at Manoa, Department of Economics.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2018. "Common correlated effects and international risk sharing," International Finance, Wiley Blackwell, vol. 21(1), pages 55-70, March.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 2013-3R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Aug 2013.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 2017-5R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised May 2017.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 2013-17R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Aug 2016.
- Peter Fuleky & L Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 201304, University of Hawaii at Manoa, Department of Economics.
- Francisco Corona & Pilar Poncela & Esther Ruiz, 2020.
"Estimating Non-stationary Common Factors: Implications for Risk Sharing,"
Computational Economics, Springer;Society for Computational Economics, vol. 55(1), pages 37-60, January.
- Corona, Francisco & Poncela, Pilar, 2017. "Estimating non-stationary common factors : Implications for risk sharing," DES - Working Papers. Statistics and Econometrics. WS 24585, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Jarko Fidrmuc & Serhiy Moroz & Fabian Reck, 2021.
"Regional risk-sharing in Ukraine,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 48(3), pages 645-660, August.
- Fidrmuc, Jarko & Moroz, Serhiy & Reck, Fabian, 2020. "Regional risk-sharing in Ukraine," BOFIT Discussion Papers 25/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
- Alcidi, Cinzia & D’Imperio, Paolo & Thirion, Gilles, 2023.
"Risk-sharing and consumption-smoothing patterns in the US and the Euro Area: A comprehensive comparison,"
Structural Change and Economic Dynamics, Elsevier, vol. 64(C), pages 58-69.
- Alcidi, Cinzia & D’Imperio, Paolo & Thirion, Gilles, 2017. "Risk-sharing and Consumption-smoothing Patterns in the US and the Euro Area: A comprehensive comparison," CEPS Papers 12514, Centre for European Policy Studies.
- Jeongseok Song & Doojin Ryu, 2018. "Aging effects on consumption risk-sharing channels in European countries," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 36(2), pages 585-617.
- Stefan Gerlach & Mathias Hoffmann, 2008. "The Impact of the Euro on International Stability and Volatility," European Economy - Economic Papers 2008 - 2015 309, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Claudia M. Buch, 2013.
"From the Stability Pact to ESM - What Next?,"
Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 5,
Edward Elgar Publishing.
- Claudia M. Buch, 2012. "From the Stability Pact to ESM - What next?," IAW Discussion Papers 85, Institut für Angewandte Wirtschaftsforschung (IAW).
- Markus Leibrecht & Johann Scharler, 2011. "Borrowing constraints and international risk sharing: evidence from asymmetric error-correction," Applied Economics, Taylor & Francis Journals, vol. 43(17), pages 2177-2184.
- Mathias Hoffmann, 2008. "The Lack of International Consumption Risk Sharing: Can Inflation Differentials and Trading Costs Help Explain the Puzzle?," Open Economies Review, Springer, vol. 19(2), pages 183-201, April.
- Markus Leibrecht & Johann Scharler, 2008. "Reconsidering Consumption Risk Sharing among OECD Countries: Some Evidence Based on Panel Cointegration," Open Economies Review, Springer, vol. 19(4), pages 493-505, September.
- Faruk Balli & Syed Abul Basherz & Rosmy Jean Louis, 2012.
"Risk Sharing in the Middle East and North Africa: The Role of Remittances and Factor Incomes,"
CAMA Working Papers
2012-39, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Balli, Faruk & Basher, Syed Abul & Jean Louis, Rosmy, 2012. "Risk Sharing in the Middle East and North Africa: The Role of Remittances and Factor Incomes," MPRA Paper 40739, University Library of Munich, Germany.
- Michael J. Artis & Mathias Hoffmann, 2008.
"Financial Globalization, International Business Cycles and Consumption Risk Sharing,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(3), pages 447-471, September.
- Michael J. Artis & Mathias Hoffmann, 2007. "Financial Globalization, International Business Cycles, and Consumption Risk Sharing," IEW - Working Papers 346, Institute for Empirical Research in Economics - University of Zurich.
- Artis, Michael & Hoffmann, Mathias, 2004. "Financial Globalization, International Business Cycles and Consumption Risk Sharing," CEPR Discussion Papers 4697, C.E.P.R. Discussion Papers.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2005.
"Consumption, Wealth and Business Cycles in Germany,"
CESifo Working Paper Series
1443, CESifo.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2008. "Consumption, wealth and business cycles in Germany," Empirical Economics, Springer, vol. 34(3), pages 451-476, June.
- Daragh Clancy & Lorenzo Ricci, 2019. "Loss aversion, economic sentiments and international consumption smoothing," Working Papers 35, European Stability Mechanism.
- Malin Gardberg, 2022.
"Financial reforms and low‐income households' impact on international consumption risk sharing,"
International Finance, Wiley Blackwell, vol. 25(3), pages 375-395, December.
- Gardberg, Malin, 2019. "Financial Reforms and Low-Income Households’ Impact on International Consumption Risk Sharing," Working Paper Series 1261, Research Institute of Industrial Economics, revised 30 Jun 2022.
- F. Pericoli & E. Pierucci & L. Ventura, 2015.
"The impact of social capital on consumption insurance and income volatility in the UK: evidence from the British Household Panel Survey,"
Review of Economics of the Household, Springer, vol. 13(2), pages 269-295, June.
- Pericoli, Filippo M. & Pierucci, Eleonora & Ventura, Luigi, 2012. "The impact of social capital on consumption insurance and income volatility in U.K.: evidence from british household panel survey," MPRA Paper 44214, University Library of Munich, Germany.
- Robert P. Flood & Nancy P. Marion & Akito Matsumoto, 2012.
"International risk sharing during the globalization era,"
Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 394-416, May.
- Robert P. Flood & Nancy P. Marion & Akito Matsumoto, 2012. "International risk sharing during the globalization era," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(2), pages 394-416, May.
- Mr. Akito Matsumoto & Mr. Robert P Flood & Ms. Nancy P. Marion, 2009. "International Risk Sharing During the Globalization Era," IMF Working Papers 2009/209, International Monetary Fund.
- Eleonora Pierucci & Luigi Ventura, 2011. "On international risk sharing and financial globalization: some gloomy evidence," Departmental Working Papers of Economics - University 'Roma Tre' 0124, Department of Economics - University Roma Tre.
- Vincent Labhard & Michael Sawicki, 2006. "International and intranational consumption risk sharing: the evidence for the United Kingdom and OECD," Bank of England working papers 302, Bank of England.
- Sørensen, Bent E & Hoffmann, Mathias & Maslov, Egor & Stewen, Iryna, 2018.
"Are Banking and Capital Markets Union Complements? Evidence from Channels of Risk Sharing in the Eurozone,"
CEPR Discussion Papers
13254, C.E.P.R. Discussion Papers.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen & Iryna Stewen, 2018. "Are banking and capital markets union complements? Evidence from channels of risk sharing in the eurozone," ECON - Working Papers 311, Department of Economics - University of Zurich.
- Attanasio, O. & Bonfatti, A. & Kitao, S. & Weber, G., 2016. "Global Demographic Trends," Handbook of the Economics of Population Aging, in: Piggott, John & Woodland, Alan (ed.), Handbook of the Economics of Population Aging, edition 1, volume 1, chapter 0, pages 179-235, Elsevier.
- Faruk Balli & Bent E. Sørensen, 2006. "The Impact of the EMU on Channels of Risk Sharing between Member Countries," Papers of the Annual IUE-SUNY Cortland Conference in Economics, in: Oguz Esen & Ayla Ogus (ed.), Proceedings of the Conference on Human and Economic Resources, pages 399-429, Izmir University of Economics.
- Juessen, Falko, 2008. "Risk Sharing and Commuting Among US Federal States," IZA Discussion Papers 3374, Institute of Labor Economics (IZA).
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen & Iryna Stewen, 2019. "Channels of Risk Sharing in the Eurozone: What Can Banking and Capital Market Union Achieve?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 443-495, September.
- Achim Wambach & Ines Läufer, 2015. "Europäische Wirtschafts- und Währungsunion: Lernen aus der Krise," Otto-Wolff-Institut Discussion Paper Series 02/2015, Otto-Wolff-Institut für Wirtschaftsordnung, Köln, Deutschland.
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2021.
"Risk sharing in currency unions: The migration channel,"
University of Tübingen Working Papers in Business and Economics
144, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Müller, Gernot & Kohler, Wilhelm & Wellmann, Susanne, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CEPR Discussion Papers 16178, C.E.P.R. Discussion Papers.
- Wilhelm Kohler & Gernot Müller & Susanne Wellmann, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CESifo Working Paper Series 8982, CESifo.
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2023. "Risk sharing in currency unions: The migration channel," European Economic Review, Elsevier, vol. 158(C).
- Eijffinger, Sylvester & Wagner, Wolf, 2010. "Incentive problems and the pattern of international risk sharing," Journal of International Money and Finance, Elsevier, vol. 29(7), pages 1206-1225, November.
- Asdrubali, Pierfederico & Kim, Soyoung & Pericoli, Filippo & Poncela, Pilar, 2018. "New Risk Sharing Channels in OECD Countries: a Heterogeneous Panel VAR," JRC Working Papers in Economics and Finance 2018-13, Joint Research Centre, European Commission.
- Hoffmann, Mathias, 2006. "Balanced Growth and Empirical Proxies of the Consumption-Wealth Ratio," Technical Reports 2006,26, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Fidrmuc, Jarko & Foster, Neil & Scharler, Johann, 2011. "Labour market rigidities and international risk sharing across OECD countries," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 660-677, June.
- Gurdip Bakashi & Mario Cerrato & John Crosby, 2015. "Risk Sharing in International Economies and Market Incompleteness," Working Papers 2015_23, Business School - Economics, University of Glasgow.
- Martín Fuentes, Natalia & Born, Alexandra & Bremus, Franziska & Kastelein, Wieger & Lambert, Claudia, 2023. "A deep dive into the capital channel of risk sharing in the euro area," Working Paper Series 2864, European Central Bank.
- Oguz Esen & Ayla Ogus (ed.), 2006. "Proceedings of the International Conference on Human and Economic Resources," Proceedings of the IUE-SUNY Cortland Conference in Economics, Izmir University of Economics, number 2006.
- Mathias Hoffmann & Ronald MacDonald, 2003.
"A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials,"
CESifo Working Paper Series
894, CESifo.
- Mathias Hoffmann & Ronald MacDonald, 2006. "A Re-examination of the link between Real Exchange Rates and Real Interest Rate Differentials," Working Papers 2007_36, Business School - Economics, University of Glasgow.
Cited by:
- Balázs Égert & Ronald MacDonald, 2009.
"Monetary Transmission Mechanism In Central And Eastern Europe: Surveying The Surveyable,"
Journal of Economic Surveys, Wiley Blackwell, vol. 23(2), pages 277-327, April.
- Balázs Égert & Ronald MacDonald, 2008. "Monetary Transmission Mechanism in Central and Eastern Europe: Surveying the Surveyable," OECD Economics Department Working Papers 654, OECD Publishing.
- Minford, Patrick & Peel, David, 2006.
"On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets,"
CEPR Discussion Papers
5611, C.E.P.R. Discussion Papers.
- Patrick Minford & David Peel, 2007. "On the Equality of Real Interest Rates Across Borders in Integrated Capital Markets," Open Economies Review, Springer, vol. 18(1), pages 119-125, February.
- Minford, Patrick & Peel, David, 2005. "On the equality of Real Interest Rates across borders in Integrated Capital Markets," Cardiff Economics Working Papers E2005/3, Cardiff University, Cardiff Business School, Economics Section.
- Li, Jianfeng & Lu, Xinsheng & Jiang, Wei & Petrova, Vanya S., 2021. "Multifractal Cross-correlations between foreign exchange rates and interest rate spreads," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 574(C).
- Weißbach, Rafael & Ponyatovskyy, Vladyslav & Zimmermann, Guido, 2006. "The Yield of Ten-Year T-Bonds: Stumbling Towards a 'Good' Forecast," Technical Reports 2006,50, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Deng-Kui SI & Xiao-Lin LI & Tsangyao CHANG & Lu BAI, 2018. "Co-movement and Causality between Nominal Exchange Rates and Interest Rate Differentials in BRICS Countries: A Wavelet Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-19, December.
- Jesús Ferreyra & Jorge Salas, 2006. "The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building," Working Papers 2006-006, Banco Central de Reserva del Perú.
- Balazs Egert & Ronald MacDonald, 2006.
"Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable,"
CESifo Working Paper Series
1739, CESifo.
- Balázs Égert & Ronald MacDonald, 2006. "Monetary Transmission Mechanism in Transition Economies: Surveying the Surveyable," MNB Working Papers 2006/5, Magyar Nemzeti Bank (Central Bank of Hungary).
- Mylonidis, Nikolaos & Paleologou, Suzanna-Maria, 2011. "The real uncovered interest parity: The case of Canada and the USA," Journal of Policy Modeling, Elsevier, vol. 33(2), pages 255-267, March.
- Dette, Holger & Weißbach, Rafael, 2006. "A Bootstrap Test for the Comparison of Nonlinear Time Series - with Application to Interest Rate Modelling," Technical Reports 2006,30, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Catherine S. F. Ho & M. Ariff, 2008. "The Role of Non-Parity Fundamentals in Exchange Rate Determination: Australia and the Asia Pacific Region," CARF F-Series CARF-F-125, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Hoffmann, Mathias & MacDonald, Ronald, 2000.
"A real differential view of equilibrium real exchange rates and misalignments,"
CFS Working Paper Series
2000/08, Center for Financial Studies (CFS).
Cited by:
- Nikolaos Giannellis & Athanasios Papadopoulos, 2007.
"Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members,"
Open Economies Review, Springer, vol. 18(3), pages 307-326, July.
- Nikolaos Giannellis & Athanasios Papadopoulos, 2007. "Estimating the Equilibrium Effective Exchange Rate for Potential EMU members," Working Papers 0719, University of Crete, Department of Economics.
- Gloria Alonso & Juan Nicolás Hernandez & José David Pulido & Martha Lucía Villa, 2008.
"Medidas alternativas de tasa de cambio real para Colombia,"
Borradores de Economia
514, Banco de la Republica de Colombia.
- Gloria Alonso Masmela & Juan Nicólas Hernández & José David Pulido & Martha Lucía Villa, 2008. "Medidas Alternativas De Tasa De Cambio Real Para Colombia," Borradores de Economia 4679, Banco de la Republica.
- Shehu Usman Rano, Aliyu, 2008.
"Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria,"
MPRA Paper
10343, University Library of Munich, Germany.
- Shehu Usman Rano, Aliyu, 2007. "Real Exchange Rate Misalignment: An Application of Behavioral Equilibrium Exchange Rate (BEER) to Nigeria," MPRA Paper 10376, University Library of Munich, Germany.
- Ronald MacDonald, 2000. "The role of the exchange rate in economic growth: a euro-zone perspective," Working Paper Research 09, National Bank of Belgium.
- Francisco Maeso-Fernandez & Chiara Osbat & Bernd Schnatz, 2001.
"Determinants of the euro real effective exchange rate: a BEER/PEER approach,"
International Finance
0111003, University Library of Munich, Germany.
- Francisco Maeso–Fernandez & Chiara Osbat & Bernd Schnatz, 2002. "Determinants of the Euro Real Effective Exchange Rate: A BEER/PEER Approach," Australian Economic Papers, Wiley Blackwell, vol. 41(4), pages 437-461, December.
- Maeso-Fernandez, Francisco & Osbat, Chiara & Schnatz, Bernd, 2001. "Determinants of the euro real effective exchange rate: a BEER/PEER approach," Working Paper Series 85, European Central Bank.
- Nikolaos Giannellis & Athanasios Papadopoulos, 2007.
"Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members,"
Open Economies Review, Springer, vol. 18(3), pages 307-326, July.
- Hoffmann, M., 1999.
"National Stochastic Trends and International Macroeconomic Fluctuations: the Role of the Current Account,"
Economics Working Papers
eco99/26, European University Institute.
Cited by:
- Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002.
"Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 273-307.
- Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features," CESifo Working Paper Series 660, CESifo.
- Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002.
"Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 273-307.
- Hoffman, M., 1999.
"Current Accounts and the Persistence of Global and Country-Specific Shocks: Is Investment really too Volatile?,"
Economics Working Papers
eco99/25, European University Institute.
Cited by:
- Cunado, Juncal & Gracia, Fernando Perez de, 2005. "Current account and productivity: evidence for some European countries," Journal of Policy Modeling, Elsevier, vol. 27(1), pages 75-89, February.
- Fernando Pérez de Gracia & Juncal Cuñado, "undated".
"Intertemporal Current Account and Productivity Shocks: Evidence for Some European Countries,"
Working Papers on International Economics and Finance
01-05, FEDEA.
- Fernando Perez de Gracia & Juncal Cuñado, 2001. "Intertemporal Current Account And Productivity Shocks: Evidence For Some European Countries," Working Papers 01-05, Asociación Española de Economía y Finanzas Internacionales.
Articles
- Hoffmann, Mathias & Okubo, Toshihiro, 2022.
"‘By a silken thread’: Regional banking integration and credit reallocation during Japan's lost decade,"
Journal of International Economics, Elsevier, vol. 137(C).
See citations under working paper version above.
- Mathias Hoffmann & Toshihiro Okubo, 2012. "'By a Silken Thread': regional banking integration and credit reallocation during Japan’s Lost Decade," ECON - Working Papers 102, Department of Economics - University of Zurich, revised May 2021.
- Hoffmann, Mathias & Maslov, Egor & Sørensen, Bent E., 2022.
"Small firms and domestic bank dependence in Europe's great recession,"
Journal of International Economics, Elsevier, vol. 137(C).
See citations under working paper version above.
- Sørensen, Bent E & Hoffmann, Mathias & Maslov, Egor, 2019. "Small Firms and Domestic Bank Dependence in Europe's Great Recession," CEPR Discussion Papers 13691, C.E.P.R. Discussion Papers.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2019. "Small firms and domestic bank dependence in Europe’s great recession," CAMA Working Papers 2019-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2021. "Small firms and domestic bank dependence in Europe’s Great Recession," ECON - Working Papers 397, Department of Economics - University of Zurich.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2019. "Small Firms and Domestic Bank Dependence in Europe's Great Recession," CESifo Working Paper Series 7897, CESifo.
- Mathias Hoffmann & Bent E. Sorensen, 2015. "Small Firms and Domestic Bank Dependence in Europe’s Great Recession," European Economy - Discussion Papers 012, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Mathias Hoffmann & Iryna Stewen, 2020.
"Holes in the Dike: The Global Savings Glut, U.S. House Prices, and the Long Shadow of Banking Deregulation,"
Journal of the European Economic Association, European Economic Association, vol. 18(4), pages 2013-2055.
See citations under working paper version above.
- Stewen, Iryna & Hoffmann, Mathias, 2015. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112834, Verein für Socialpolitik / German Economic Association.
- Mathias Hoffmann & Iryna Stewen, 2015. "Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation," CESifo Working Paper Series 5332, CESifo.
- Mathias Hoffmann & Iryna Stewen, 2014. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," ECON - Working Papers 183, Department of Economics - University of Zurich.
- Mathias Hoffmann & Iryna Stewen, 2016. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," CAMA Working Papers 2016-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hoffmann, Mathias & Stewen, Iryna, 2015. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," HIT-REFINED Working Paper Series 27, Institute of Economic Research, Hitotsubashi University.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen & Iryna Stewen, 2019.
"Channels of Risk Sharing in the Eurozone: What Can Banking and Capital Market Union Achieve?,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 443-495, September.
Cited by:
- Franziska Bremus & Malte Rieth, 2023. "Integrating Out Natural Disaster Shocks," Discussion Papers of DIW Berlin 2063, DIW Berlin, German Institute for Economic Research.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2019.
"Small Firms and Domestic Bank Dependence in Europe's Great Recession,"
CESifo Working Paper Series
7897, CESifo.
- Sørensen, Bent E & Hoffmann, Mathias & Maslov, Egor, 2019. "Small Firms and Domestic Bank Dependence in Europe's Great Recession," CEPR Discussion Papers 13691, C.E.P.R. Discussion Papers.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2019. "Small firms and domestic bank dependence in Europe’s great recession," CAMA Working Papers 2019-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Hoffmann, Mathias & Maslov, Egor & Sørensen, Bent E., 2022. "Small firms and domestic bank dependence in Europe's great recession," Journal of International Economics, Elsevier, vol. 137(C).
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen, 2021. "Small firms and domestic bank dependence in Europe’s Great Recession," ECON - Working Papers 397, Department of Economics - University of Zurich.
- Mathias Hoffmann & Bent E. Sorensen, 2015. "Small Firms and Domestic Bank Dependence in Europe’s Great Recession," European Economy - Discussion Papers 012, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Ferrari, Alessandro & Rogantini Picco, Anna, 2023.
"Risk sharing and the adoption of the Euro,"
Journal of International Economics, Elsevier, vol. 141(C).
- Alessandro Ferrari & Anna Rogantini Picco, 2022. "Risk Sharing and the Adoption of the Euro," Papers 2205.07009, arXiv.org.
- Hannes Böhm & Julia Schaumburg & Lena Tonzer, 2022.
"Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 70(4), pages 698-734, December.
- Hannes Boehm & Julia Schaumburg & Lena Tonzer, 2020. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," Tinbergen Institute Discussion Papers 20-008/III, Tinbergen Institute.
- Böhm, Hannes & Schaumburg, Julia & Tonzer, Lena, 2020. "Financial linkages and sectoral business cycle synchronisation: Evidence from Europe," IWH Discussion Papers 2/2020, Halle Institute for Economic Research (IWH).
- Marius Clemens & Stefan Gebauer & Tobias König, 2020. "The Macroeconomic Effects of a European Deposit (Re-) Insurance Scheme," Discussion Papers of DIW Berlin 1873, DIW Berlin, German Institute for Economic Research.
- Hoffmann, Mathias & Okubo, Toshihiro, 2022.
"‘By a silken thread’: Regional banking integration and credit reallocation during Japan's lost decade,"
Journal of International Economics, Elsevier, vol. 137(C).
- Mathias Hoffmann & Toshihiro Okubo, 2012. "'By a Silken Thread': regional banking integration and credit reallocation during Japan’s Lost Decade," ECON - Working Papers 102, Department of Economics - University of Zurich, revised May 2021.
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2021.
"Risk sharing in currency unions: The migration channel,"
University of Tübingen Working Papers in Business and Economics
144, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
- Müller, Gernot & Kohler, Wilhelm & Wellmann, Susanne, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CEPR Discussion Papers 16178, C.E.P.R. Discussion Papers.
- Wilhelm Kohler & Gernot Müller & Susanne Wellmann, 2021. "Risk Sharing in Currency Unions: The Migration Channel," CESifo Working Paper Series 8982, CESifo.
- Kohler, Wilhelm & Müller, Gernot J. & Wellmann, Susanne, 2023. "Risk sharing in currency unions: The migration channel," European Economic Review, Elsevier, vol. 158(C).
- Kleimeier, Stefanie & Sander, Harald, 2022. "Twenty years with the Euro: Eurozone banking market integration revisited," Economic Modelling, Elsevier, vol. 114(C).
- Markus Sihvonen, 2023. "Equity Home Bias in a Capital Market Union," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(4), pages 953-999, December.
- Martín Fuentes, Natalia & Born, Alexandra & Bremus, Franziska & Kastelein, Wieger & Lambert, Claudia, 2023. "A deep dive into the capital channel of risk sharing in the euro area," Working Paper Series 2864, European Central Bank.
- Antonia Díaz, 2020. "Common Fiscal Capacity Is Needed to Strengthen Risk Sharing," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 55(4), pages 215-219, July.
- Hoffmann, Mathias & Studer-Suter, Rahel, 2017.
"Systematic consumption risk in currency returns,"
Journal of International Money and Finance, Elsevier, vol. 74(C), pages 187-208.
See citations under working paper version above.
- Mathias Hoffmann & Rahel Suter, 2013. "Systematic Consumption Risk in Currency Returns," CESifo Working Paper Series 4273, CESifo.
- Mathias Hoffmann & Rahel Suter, 2013. "Systematic consumption risk in currency returns," ECON - Working Papers 124, Department of Economics - University of Zurich.
- Samuel Cudré & Mathias Hoffmann, 2017.
"A provincial view of global imbalances: regional capital flows in China,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(3), pages 573-599, August.
See citations under working paper version above.
- Samuel Cudre & Mathias Hoffmann, 2016. "A provincial view of global imbalances: regional capital flows in China," CAMA Working Papers 2016-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Samuel Cudré & Mathias Hoffmann, 2014. "A provincial view of global imbalances: regional capital flows in China," ECON - Working Papers 162, Department of Economics - University of Zurich.
- Mathias Hoffmann, 2014.
"The Consumption–Income Ratio, Entrepreneurial Risk, and the U.S. Stock Market,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(6), pages 1259-1292, September.
Cited by:
- Federico Esposito, 2016. "Risk Diversification and International Trade," 2016 Meeting Papers 302, Society for Economic Dynamics.
- Hoffmann, Mathias, 2013.
"What drives China's current account?,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 856-883.
See citations under working paper version above.
- Mathias Hoffmann, 2010. "What Drives China's Current Account?," Working Papers 112010, Hong Kong Institute for Monetary Research.
- Mathias Hoffmann & Thomas Nitschka, 2012.
"Securitization of mortgage debt, domestic lending, and international risk sharing,"
Canadian Journal of Economics, Canadian Economics Association, vol. 45(2), pages 493-508, May.
- Mathias Hoffmann & Thomas Nitschka, 2012. "Securitization of mortgage debt, domestic lending, and international risk sharing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 45(2), pages 493-508, May.
Cited by:
- Nitschka, Thomas, 2011.
"Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe,"
VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis
48684, Verein für Socialpolitik / German Economic Association.
- Thomas Nitschka, 2012. "Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe," Working Papers 2012-04, Swiss National Bank.
- Devereux, Michael B. & Kollmann, Robert, 2012. "International Risk Sharing," MPRA Paper 70129, University Library of Munich, Germany.
- Alla Koblyakova & Michael White, 2017. "Supply driven mortgage choice," Urban Studies, Urban Studies Journal Limited, vol. 54(5), pages 1194-1210, April.
- De Grauwe, Paul & Ji, Yuemei, 2016.
"Flexibility versus stability. A difficult trade-off in the Eurozone,"
CEPR Discussion Papers
11372, C.E.P.R. Discussion Papers.
- De Grauwe, Paul & Ji, Yuemei, 2016. "Flexibility versus Stability: A difficult trade-off in the eurozone," CEPS Papers 11530, Centre for European Policy Studies.
- Alberto Botta & Eugenio Caverzasi & Alberto Russo, 2019.
"When complexity meets finance: A contribution to the study of the macroeconomic effects of complex financial systems,"
Working Papers
PKWP1909, Post Keynesian Economics Society (PKES).
- Botta, Alberto & Caverzasi, Eugenio & Russo, Alberto, 2022. "When complexity meets finance: A contribution to the study of the macroeconomic effects of complex financial systems," Research Policy, Elsevier, vol. 51(8).
- Botta, Alberto & Caverzasi, Eugenio & Russo, Alberto, 2019. "When complexity meets finance: a contribution to the study of the macroeconomic effects of complex financial systems," Greenwich Papers in Political Economy 23121, University of Greenwich, Greenwich Political Economy Research Centre.
- De Grauwe, Paul & Ji, Yuemei, 2018.
"Core-periphery relations in the Eurozone,"
LSE Research Online Documents on Economics
91328, London School of Economics and Political Science, LSE Library.
- De Grauwe Paul & Ji Yuemei, 2018. "Core-Periphery Relations in the Eurozone," The Economists' Voice, De Gruyter, vol. 15(1), pages 1-15, December.
- Michael J. Artis & Mathias Hoffmann, 2011.
"The Home Bias, Capital Income Flows and Improved Long-Term Consumption Risk Sharing between Industrialized Countries,"
International Finance, Wiley Blackwell, vol. 14(3), pages 481-505, December.
Cited by:
- Nitschka, Thomas, 2011.
"Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe,"
VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis
48684, Verein für Socialpolitik / German Economic Association.
- Thomas Nitschka, 2012. "Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe," Working Papers 2012-04, Swiss National Bank.
- Thomas A. Knetsch & Arne J. Nagengast, 2017.
"Penny wise and pound foolish? On the income from Germany’s foreign investments,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 153(4), pages 753-778, November.
- Knetsch, Thomas A. & Nagengast, Arne J., 2016. "On the dynamics of the investment income balance," Discussion Papers 21/2016, Deutsche Bundesbank.
- Peter Fuleky & L Ventura & Qianxue Zhao, 2013.
"Common Correlated Effects and International Risk Sharing,"
Working Papers
201315, University of Hawaii at Manoa, Department of Economics.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2016. "Common Correlated Effects and International Risk Sharing," Working Papers 201612, University of Hawaii at Manoa, Department of Economics.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2018. "Common correlated effects and international risk sharing," International Finance, Wiley Blackwell, vol. 21(1), pages 55-70, March.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 2013-3R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Aug 2013.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 2017-5R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised May 2017.
- Peter Fuleky & Luigi Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 2013-17R, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, revised Aug 2016.
- Peter Fuleky & L Ventura & Qianxue Zhao, 2013. "Common correlated effects and international risk sharing," Working Papers 201304, University of Hawaii at Manoa, Department of Economics.
- Claudia M. Buch, 2013.
"From the Stability Pact to ESM - What Next?,"
Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 5,
Edward Elgar Publishing.
- Claudia M. Buch, 2012. "From the Stability Pact to ESM - What next?," IAW Discussion Papers 85, Institut für Angewandte Wirtschaftsforschung (IAW).
- Beck, Krzysztof & Yersh, Valeryia, 2024. "Economic integration and consumption risk sharing: A comparison of Eurozone and OECD countries," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 784-803.
- F. Pericoli & E. Pierucci & L. Ventura, 2015.
"The impact of social capital on consumption insurance and income volatility in the UK: evidence from the British Household Panel Survey,"
Review of Economics of the Household, Springer, vol. 13(2), pages 269-295, June.
- Pericoli, Filippo M. & Pierucci, Eleonora & Ventura, Luigi, 2012. "The impact of social capital on consumption insurance and income volatility in U.K.: evidence from british household panel survey," MPRA Paper 44214, University Library of Munich, Germany.
- Sørensen, Bent E & Hoffmann, Mathias & Maslov, Egor & Stewen, Iryna, 2018.
"Are Banking and Capital Markets Union Complements? Evidence from Channels of Risk Sharing in the Eurozone,"
CEPR Discussion Papers
13254, C.E.P.R. Discussion Papers.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen & Iryna Stewen, 2018. "Are banking and capital markets union complements? Evidence from channels of risk sharing in the eurozone," ECON - Working Papers 311, Department of Economics - University of Zurich.
- Mathias Hoffmann & Egor Maslov & Bent E. Sørensen & Iryna Stewen, 2019. "Channels of Risk Sharing in the Eurozone: What Can Banking and Capital Market Union Achieve?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(3), pages 443-495, September.
- Balli, Faruk & Pericoli, Filippo M. & Pierucci, Eleonora, 2018. "Globalization and international risk-sharing: The role of social and political integration," European Journal of Political Economy, Elsevier, vol. 55(C), pages 324-345.
- Martín Fuentes, Natalia & Born, Alexandra & Bremus, Franziska & Kastelein, Wieger & Lambert, Claudia, 2023. "A deep dive into the capital channel of risk sharing in the euro area," Working Paper Series 2864, European Central Bank.
- Nitschka, Thomas, 2011.
"Banking sectors' international interconnectedness: Implications for consumption risk sharing in Europe,"
VfS Annual Conference 2011 (Frankfurt, Main): The Order of the World Economy - Lessons from the Crisis
48684, Verein für Socialpolitik / German Economic Association.
- Mathias Hoffmann & Iryna Shcherbakova-Stewen, 2011.
"Consumption Risk Sharing over the Business Cycle: The Role of Small Firms' Access to Credit Markets,"
The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1403-1416, November.
See citations under working paper version above.
- Mathias Hoffmann & Iryna Shcherbakova, 2009. "Consumption Risk Sharing over the Business Cycle: the Role of Small Firms' Access to Credit Markets," CESifo Working Paper Series 2544, CESifo.
- Mathias Hoffmann & Iryna Shcherbakova, 2008. "Consumption risk sharing over the business cycle: the role of small firms' access to credit markets," IEW - Working Papers 363, Institute for Empirical Research in Economics - University of Zurich.
- Mathias Hoffmann & Rahel Suter, 2010.
"The Swiss Franc Exchange Rate and Deviations from Uncovered Interest Parity: Global vs Domestic Factors,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 349-371, March.
Cited by:
- David R. Haab & Thomas Nitschka, 2020.
"Carry trade and forward premium puzzle from the perspective of a safe‐haven currency,"
Review of International Economics, Wiley Blackwell, vol. 28(2), pages 376-394, May.
- Thomas Nitschka & David Haab, 2018. "Carry trade and forward premium puzzle from the perspective of a safe-haven currency," Working Papers 2018-17, Swiss National Bank.
- Thomas Nitschka, 2014. "The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns?," Working Papers 2014-01, Swiss National Bank.
- Thomas Nitschka, 2014. "What News Drive Variation in Swiss and US Bond and Stock Excess Returns?," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 150(II), pages 89-118, June.
- Thomas Nitschka, 2014. "Have investors been looking for exposure to specific countries since the global financial crisis? - Insights from the Swiss franc bond market," Working Papers 2014-13, Swiss National Bank.
- Feld, Lars P. & Köhler, Ekkehard A., 2015.
"Is Switzerland an interest rate island after all? Time series and non-linear switching regime evidence,"
Freiburg Discussion Papers on Constitutional Economics
15/08, Walter Eucken Institut e.V..
- Lars P. Feld & Ekkehard A. Köhler, 2015. "Is Switzerland an Interest Rate Island after all? Time Series and Non-Linear Switching Regime Evidence," CESifo Working Paper Series 5628, CESifo.
- Tachibana, Minoru, 2018. "Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach," Global Finance Journal, Elsevier, vol. 35(C), pages 82-96.
- Thomas Nitschka, 2016. "Risk premia on Swiss government bonds and sectoral stock indexes during international crises:," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(02), pages 51-67, August.
- Janani Sri S. & Parthajit Kayal & G. Balasubramanian, 2022. "Can Equity be Safe-haven for Investment?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 21(1), pages 32-63, March.
- Philippe Bacchetta & Kenza Benhima & Jean-Paul Renne, 2022. "Understanding Swiss real interest rates in a financially globalized world," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-17, December.
- Markus Hertrich, 2022. "Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc," Review of International Economics, Wiley Blackwell, vol. 30(2), pages 450-489, May.
- Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014.
"Looking at the other side of carry trades: Are there any safe haven currencies?,"
EconomiX Working Papers
2014-13, University of Paris Nanterre, EconomiX.
- Virginie Coudert & Cyriac Guillaumin & Hélene Raymond, 2014. "Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?," Working Papers 2014-03, CEPII research center.
- Virginie Coudert & Cyriac Guillaumin & Hélène Raymond, 2014. "Looking at the other side of carry trades: Are there any safe haven currencies?," Working Papers hal-04141355, HAL.
- Alexandra Janssen & Rahel Studer, 2014. "The Swiss franc's honeymoon," ECON - Working Papers 170, Department of Economics - University of Zurich, revised Jan 2017.
- Fabian Fink & Lukas Frei & Oliver Gloede, 2020. "Short-term determinants of bilateral exchange rates: A decomposition model for the Swiss franc," Working Papers 2020-21, Swiss National Bank.
- Pinar Yesin, 2016.
"Capital Flows and the Swiss Franc,"
Working Papers
2016-08, Swiss National Bank.
- Pınar Yeşin, 2017. "Capital Flows and the Swiss Franc," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 153(4), pages 403-436, October.
- Pinar Yesin, 2016. "Capital Flows and the Swiss Franc," Working Papers 16.04, Swiss National Bank, Study Center Gerzensee.
- Carvalho Filho Irineu de, 2015.
"Risk-Off Episodes and Swiss Franc Appreciation: The Role of Capital Flows,"
German Economic Review, De Gruyter, vol. 16(4), pages 439-463, December.
- Irineu de Carvalho Filho, 2013. "Risk-off Episodes and Swiss Franc Appreciation: the Role of Capital Flows," Working Papers 13.07, Swiss National Bank, Study Center Gerzensee.
- Irineu Carvalho Filho, 2015. "Risk-Off Episodes and Swiss Franc Appreciation: The Role of Capital Flows," German Economic Review, Verein für Socialpolitik, vol. 16(4), pages 439-463, November.
- Grisse, Christian & Nitschka, Thomas, 2015.
"On financial risk and the safe haven characteristics of Swiss franc exchange rates,"
Journal of Empirical Finance, Elsevier, vol. 32(C), pages 153-164.
- Christian Grisse & Thomas Nitschka, 2013. "On financial risk and the safe haven characteristics of Swiss franc exchange rates," Working Papers 2013-04, Swiss National Bank.
- Parthajit Kayal & Janani Sri SG, 2020. "Going Beyond Gold: Can Equities be Safe-Haven?," Working Papers 2020-203, Madras School of Economics,Chennai,India.
- Fink, Fabian & Frei, Lukas & Gloede, Oliver, 2022. "Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Kevin Ross & Tommaso Mancini Griffoli, 2010. "Discussion: The Swiss Franc Exchange Rate and Deviations from Uncovered Interest Parity: Global vs Domestic Factors," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 146(I), pages 373-384, March.
- Jessica Leutert, 2018. "The Swiss franc safety premium," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 154(1), pages 1-21, December.
- David R. Haab & Thomas Nitschka, 2020.
"Carry trade and forward premium puzzle from the perspective of a safe‐haven currency,"
Review of International Economics, Wiley Blackwell, vol. 28(2), pages 376-394, May.
- Becker, Sascha O. & Hoffmann, Mathias, 2010.
"Equity fund ownership and the cross-regional diversification of household risk,"
Journal of Banking & Finance, Elsevier, vol. 34(1), pages 90-102, January.
See citations under working paper version above.
- Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," CESifo Working Paper Series 2205, CESifo.
- Becker, Sascha & Hoffmann, Mathias, 2008. "Equity Fund Ownership and the Cross-Regional Diversification of Household Risk," Stirling Economics Discussion Papers 2008-25, University of Stirling, Division of Economics.
- Hoffmann, Mathias & MacDonald, Ronald, 2009.
"Real exchange rates and real interest rate differentials: A present value interpretation,"
European Economic Review, Elsevier, vol. 53(8), pages 952-970, November.
See citations under working paper version above.
- Mathias Hoffmann & Ronald MacDonald, 2009. "Real exchange rates and real interest rate differentials: a present value interpretation," IEW - Working Papers 404, Institute for Empirical Research in Economics - University of Zurich.
- Mathias Hoffmann, 2008.
"The Lack of International Consumption Risk Sharing: Can Inflation Differentials and Trading Costs Help Explain the Puzzle?,"
Open Economies Review, Springer, vol. 19(2), pages 183-201, April.
Cited by:
- Atanas Christev & Jacques Melitz, 2011.
"EMU, EU, Market Integration and Consumption Smoothing,"
Working Papers
2011-21, CEPII research center.
- Atanas Christev & Jacques Melitz, 2013. "EMU, EU, Market Integration and Consumption Smoothing," Open Economies Review, Springer, vol. 24(5), pages 789-818, November.
- Atanas Christev & Jacques Melitz, 2012. "EMU, EU, Market Integration and Consumption Smoothing," Heriot-Watt University Economics Discussion Papers 1209, Department of Economics, School of Management and Languages, Heriot Watt University.
- Christev, Atanas & Melitz, Jacques, 2012. "EMU, EU, Market Integration and Consumption Smoothing," SIRE Discussion Papers 2012-76, Scottish Institute for Research in Economics (SIRE).
- Mathias Hoffmann & Thomas Nitschka, 2009.
"Securitization of Mortgage Debt, Asset Prices and International Risk Sharing,"
CESifo Working Paper Series
2527, CESifo.
- Mathias Hoffmann & Thomas Nitschka, 2008. "Securitization of Mortgage Debt, Asset Prices and International Risk Sharing," IEW - Working Papers 376, Institute for Empirical Research in Economics - University of Zurich.
- Brendan Epstein & Rahul Mukherjee & Shanthi Ramnath, 2014.
"Taxes and International Risk Sharing,"
International Finance Discussion Papers
1110, Board of Governors of the Federal Reserve System (U.S.).
- Epstein, Brendan & Mukherjee, Rahul & Ramnath, Shanthi, 2016. "Taxes and international risk sharing," Journal of International Economics, Elsevier, vol. 102(C), pages 310-326.
- Matthew Canzoneri & Robert Cumby & Behzad Diba, 2013. "Addressing International Empirical Puzzles: the Liquidity of Bonds," Open Economies Review, Springer, vol. 24(2), pages 197-215, April.
- Gilbert Koenig & Irem Zeyneloglu, 2012. "International consumption risk sharing and fiscal policy," Economics Bulletin, AccessEcon, vol. 32(2), pages 1250-1260.
- Aidan Corcoran, 2008. "International Financial Integration and Consumption Risk Sharing," The Institute for International Integration Studies Discussion Paper Series iiisdp241, IIIS.
- Atanas Christev & Jacques Melitz, 2011.
"EMU, EU, Market Integration and Consumption Smoothing,"
Working Papers
2011-21, CEPII research center.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2008.
"Consumption, wealth and business cycles in Germany,"
Empirical Economics, Springer, vol. 34(3), pages 451-476, June.
See citations under working paper version above.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2005. "Consumption, Wealth and Business Cycles in Germany," CESifo Working Paper Series 1443, CESifo.
- Michael J. Artis & Mathias Hoffmann, 2008.
"Financial Globalization, International Business Cycles and Consumption Risk Sharing,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(3), pages 447-471, September.
See citations under working paper version above.
- Michael J. Artis & Mathias Hoffmann, 2007. "Financial Globalization, International Business Cycles, and Consumption Risk Sharing," IEW - Working Papers 346, Institute for Empirical Research in Economics - University of Zurich.
- Artis, Michael & Hoffmann, Mathias, 2004. "Financial Globalization, International Business Cycles and Consumption Risk Sharing," CEPR Discussion Papers 4697, C.E.P.R. Discussion Papers.
- Becker, Sascha O. & Hoffmann, Mathias, 2006.
"Intra- and international risk-sharing in the short run and the long run,"
European Economic Review, Elsevier, vol. 50(3), pages 777-806, April.
See citations under working paper version above.
- Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2003. "Intra-and International Risk-Sharing in the Short Run and the Long Run," CESifo Working Paper Series 1111, CESifo.
- Hoffmann, Mathias, 2004.
"International capital mobility in the long run and the short run: can we still learn from saving-investment data?,"
Journal of International Money and Finance, Elsevier, vol. 23(1), pages 113-131, February.
Cited by:
- Francesca Iorio & Stefano Fachin, 2014.
"Savings and investments in the OECD: a panel cointegration study with a new bootstrap test,"
Empirical Economics, Springer, vol. 46(4), pages 1271-1300, June.
- Francesca Di Iorio & Stefano Fachin, 2012. "Savings and Investments in the OECD: a panel cointegration study with a new bootstrap test," DSS Empirical Economics and Econometrics Working Papers Series 2012/2, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome.
- Ziesemer, Thomas, 2007. "Estimations of US debt dynamics: Growth cum debt and the savings glut in Kouri’s model," MERIT Working Papers 2007-003, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
- João Sousa Andrade, 2006. "Mobilidade do Capital e Sustentabilidade Externa: uma aplicação da tese de F-H a Portugal (1910-2004)," GEMF Working Papers 2006-04, GEMF, Faculty of Economics, University of Coimbra.
- Bertrand BLANCHETON (CMHE-IFReDE-GRES) & Samuel MAVEYRAUD-TRICOIRE (Université Bordeaux IV), 2006. "The indicators of international financial integration: A set of convergent measures (In French)," Cahiers du GRES (2002-2009) 2006-13, Groupement de Recherches Economiques et Sociales.
- Evans, Paul & Kim, Bong-Han & Oh, Keun-Yeob, 2008. "Capital mobility in saving and investment: A time-varying coefficients approach," Journal of International Money and Finance, Elsevier, vol. 27(5), pages 806-815, September.
- Westerlund, Joakim, 2005.
"Testing for Panel Cointegration with Multiple Structural Breaks,"
Working Papers
2005:12, Lund University, Department of Economics.
- Joakim Westerlund, 2006. "Testing for Panel Cointegration with Multiple Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(1), pages 101-132, February.
- Kumar, Saten, 2015. "Regional integration, capital mobility and financial intermediation revisited: Application of general to specific method in panel data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 1-17.
- Guzel, Adnan & Ozdemir, Zeynel Abidin, 2011. "The Feldstein-Horioka puzzle in the presence of structural shifts: The case of Japan versus the USA," Research in International Business and Finance, Elsevier, vol. 25(2), pages 195-202, June.
- C. P. Barros & Luis A. Gil-Alana, 2015. "Investment and saving in Angola and the Feldstein-Horioka puzzle," Applied Economics, Taylor & Francis Journals, vol. 47(44), pages 4793-4800, March.
- Towbin, P., 2012.
"Financial Integration and External Sustainability,"
Working papers
388, Banque de France.
- Pascal Towbin, 2013. "Financial Integration And External Sustainability," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 18(4), pages 375-395, October.
- Óscar Penagos Gómez & Héctor Rojas Serrano & Jacobo Campo Robledo, 2013. "La paradoja Feldstein – Horioka: Evidencia para Colombia (1925 – 2011)," Documentos de Trabajo 12393, Universidad Católica de Colombia.
- Saten Kumar & Scott Fargher & Don J. Webber, 2009.
"Testing the validity of the Feldstein-Horioka puzzle for Australia,"
Working Papers
0911, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Saten Kumar & Don J. Webber & Scott Fargher, 2012. "Testing the validity of the Feldstein--Horioka puzzle for Australia," Applied Economics, Taylor & Francis Journals, vol. 44(5), pages 599-605, February.
- Apergis, Nicholas & Tsoumas, Chris, 2009. "A survey of the Feldstein-Horioka puzzle: What has been done and where we stand," Research in Economics, Elsevier, vol. 63(2), pages 64-76, June.
- Tarlok Singh, 2007. "Intertemporal Optimizing Models Of Trade And Current Account Balance: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 21(1), pages 25-64, February.
- Abu N.M. Wahid & Mohammad Salahuddin & Abdullah M. Noman, 2010. "Savings and investment in South Asia," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 37(6), pages 658-666, November.
- Han‐Min Hsing, 2008. "International Capital Mobility in the Short Run and the Long Run: A Daily Data Study for Japan, Singapore and Taiwan," Asian Economic Journal, East Asian Economic Association, vol. 22(1), pages 67-82, March.
- Singh, Tarlok, 2008. "Testing the Saving-Investment correlations in India: An evidence from single-equation and system estimators," Economic Modelling, Elsevier, vol. 25(5), pages 1064-1079, September.
- Yannick BINEAU, 2010. "A Empirical Assessment of the Feldstein and Horioka Literature," EcoMod2010 259600030, EcoMod.
- Ziesemer, Thomas, 2005. "Growth with perfect capital movements in CES: US Debt Dynamics and model estimation," Research Memorandum 012, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
- Óscar Penagos Gómez & Héctor Rojas Serrano & Jacobo Campo Robledo, 2015. "La Paradoja de Feldstein-Horioka – Evidencia para Colombia durante 1925-2011," Revista Ecos de Economía, Universidad EAFIT, vol. 19(40), pages 4-24, June.
- Francesca Iorio & Stefano Fachin, 2014.
"Savings and investments in the OECD: a panel cointegration study with a new bootstrap test,"
Empirical Economics, Springer, vol. 46(4), pages 1271-1300, June.
- Mathias Hoffmann, 2003.
"International macroeconomic fluctuations and the current account,"
Canadian Journal of Economics, Canadian Economics Association, vol. 36(2), pages 401-420, May.
- Mathias Hoffmann, 2003. "International macroeconomic fluctuations and the current account," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(2), pages 401-420, May.
Cited by:
- Mike Artis & Hans-Martin Krolzig & Juan Toro, 2002.
"The European Business Cycle,"
Economic Working Papers at Centro de Estudios Andaluces
E2002/19, Centro de Estudios Andaluces.
- Artis, Michael J & Krolzig, Hans-Martin & Toro, Juan, 1999. "The European Business Cycle," CEPR Discussion Papers 2242, C.E.P.R. Discussion Papers.
- Artis, M. & Krolzig, H.-M. & Toro, J., 1999. "The European Business Cycle," Economics Working Papers eco99/24, European University Institute.
- Mike Artis & Hans-Martin Krolzig & Juan Toro, 2004. "The European business cycle," Oxford Economic Papers, Oxford University Press, vol. 56(1), pages 1-44, January.
- Giancarlo Corsetti & Panagiotis T. Konstantinou, 2012.
"What Drives US Foreign Borrowing? Evidence on the External Adjustment to Transitory and Permanent Shocks,"
American Economic Review, American Economic Association, vol. 102(2), pages 1062-1092, April.
- Corsetti, Giancarlo & Konstantinou, Panagiotis, 2009. "What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks," CEPR Discussion Papers 7134, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Panagiotis Th. Konstantinou, 2009. "What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks," Discussion Paper Series 2009_03, Department of Economics, University of Macedonia, revised Jan 2009.
- Becker, Sascha O. & Hoffmann, Mathias, 2006.
"Intra- and international risk-sharing in the short run and the long run,"
European Economic Review, Elsevier, vol. 50(3), pages 777-806, April.
- Sascha Becker & Mathias Hoffmann & Sascha O. Becker, 2003. "Intra-and International Risk-Sharing in the Short Run and the Long Run," CESifo Working Paper Series 1111, CESifo.
- Hoffman, Mathias, 2001. "The Relative Dynamics of Investment and the Current Account in the G7-Economies," Economic Journal, Royal Economic Society, vol. 111(471), pages 148-163, May.
- Ansgar Belke & Steffen Elstner & Svetlana Rujin, 2022.
"Growth Prospects and the Trade Balance in Advanced Economies,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1209-1234, October.
- Belke, Ansgar & Elstner, Steffen & Rujin, Svetlana, 2020. "Growth prospects and the trade balance in advanced economies," Ruhr Economic Papers 827, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, revised 2020.
- Mathias Hoffmann & Wei Liao, 2011. "The Cross-Section of Country News, Decoupling Expectations, and Global Business Cycles," Working Papers 342011, Hong Kong Institute for Monetary Research.
- José García-Solanes & Jesús Rodríguez López & José Luis Torres Chacón, 2007.
"Demand Shocks and Trade Balance Dynamics,"
Working Papers
07.10, Universidad Pablo de Olavide, Department of Economics.
- José García-Solanes & Jesús Rodríguez-López & José Torres, 2011. "Demand Shocks and Trade Balance Dynamics," Open Economies Review, Springer, vol. 22(4), pages 739-766, September.
- José García-Solanes & Jesús Rodríguez & José L. Torres, 2007. "Demand shocks and trade balance dynamics," Working Papers 07-04, Asociación Española de Economía y Finanzas Internacionales.
- Michel Normandin & Bruno Powo Fosso, 2005.
"Global versus Country-Specific Shocks and International Business Cycles,"
Cahiers de recherche
05-07, HEC Montréal, Institut d'économie appliquée.
- Boileau, Martin & Normandin, Michel & Powo Fosso, Bruno, 2010. "Global versus country-specific shocks and international business cycles," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 1-16, March.
- Michel Normandin & Bruno Powo Fosso, 2006. "Global versus Country-Specific Shocks and International Business Cycles," Cahiers de recherche 0601, CIRPEE.
- Hoffmann, Mathias & MacDonald, Ronald, 2009.
"Real exchange rates and real interest rate differentials: A present value interpretation,"
European Economic Review, Elsevier, vol. 53(8), pages 952-970, November.
- Mathias Hoffmann & Ronald MacDonald, 2009. "Real exchange rates and real interest rate differentials: a present value interpretation," IEW - Working Papers 404, Institute for Empirical Research in Economics - University of Zurich.
- Hoffmann, Mathias, 2013.
"What drives China's current account?,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 856-883.
- Mathias Hoffmann, 2010. "What Drives China's Current Account?," Working Papers 112010, Hong Kong Institute for Monetary Research.
- Ghassan, Hassan B. & Al-Jefri, Essam H., 2016. "الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي [The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR]," MPRA Paper 80302, University Library of Munich, Germany, revised Jun 2017.
- Murat, Atilim & Tokat, Ekin, 2009. "Forecasting oil price movements with crack spread futures," Energy Economics, Elsevier, vol. 31(1), pages 85-90, January.
- Notz, Stefan & Rosenkranz, Peter, 2021. "Business cycles in emerging markets: The role of liability dollarization and valuation effects," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 424-450.
- Elif Arbatli, 2008.
"Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account,"
Staff Working Papers
08-48, Bank of Canada.
- Elif C. Arbatli, 2009. "Futures Markets, Oil Prices, and the Intertemporal Approach to the Current Account," 2009 Meeting Papers 406, Society for Economic Dynamics.
- John C. Bluedorn, 2005.
"Hurricanes: Intertemporal Trade and Capital Shocks,"
Economics Papers
2005-W22, Economics Group, Nuffield College, University of Oxford.
- John C. Bluedorn, 2005. "Hurricanes: Intertemporal Trade and Capital Shocks," Economics Series Working Papers 241, University of Oxford, Department of Economics.
- Rujin, Svetlana, 2024. "Labor market institutions and technology-induced labor adjustment along the extensive and intensive margins," Journal of Macroeconomics, Elsevier, vol. 79(C).
- Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002.
"Separation, Weak Exogeneity, And P-T Decomposition In Cointegrated Var Systems With Common Features,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(3), pages 273-307.
- Alain Hecq & Franz Palm & Jean-Pierre Urbain, 2002. "Separation, Weak Exogeneity and P-T Decomposition in Cointegrated VAR Systems with Common Features," CESifo Working Paper Series 660, CESifo.
- Mr. Jens R Clausen & Ms. Magda E. Kandil, 2005.
"On Cyclicality in the Current and Financial Accounts: Evidence from Nine Industrial Countries,"
IMF Working Papers
2005/056, International Monetary Fund.
- Jens R Clausen & Magda Kandil, 2009. "On Cyclicality in the Current and Financial Accounts: Evidence from Nine Industrial Countries," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 35(3), pages 338-366.
- Mathias Hoffmann & Ulrich Woitek, 2011. "Emerging from the war: Gold Standard mentality, current accounts and the international business cycle 1885-1939," ECON - Working Papers 057, Department of Economics - University of Zurich.
- Hoffmann, Mathias, 2001.
"Long run recursive VAR models and QR decompositions,"
Economics Letters, Elsevier, vol. 73(1), pages 15-20, October.
Cited by:
- Jaromir Benes & David Vavra, 2004. "Eigenvalue Decomposition of Time Series with Application to the Czech Business Cycle," Working Papers 2004/08, Czech National Bank.
- Mathias Hoffmann & Wei Liao, 2011. "The Cross-Section of Country News, Decoupling Expectations, and Global Business Cycles," Working Papers 342011, Hong Kong Institute for Monetary Research.
- Hamburg, Britta & Hoffmann, Mathias & Keller, Joachim, 2005. "Consumption, wealth and business cycles: why is Germany different?," Discussion Paper Series 1: Economic Studies 2005,16, Deutsche Bundesbank.
- Hoffmann, Mathias, 2013.
"What drives China's current account?,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 856-883.
- Mathias Hoffmann, 2010. "What Drives China's Current Account?," Working Papers 112010, Hong Kong Institute for Monetary Research.
- Mathias Hoffmann, 2006.
"Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns,"
CESifo Working Paper Series
1712, CESifo.
- Hoffmann, Mathias, 2006. "Proprietary Income, Entrepreneurial Risk, and the Predictability of U.S. Stock Returns," Technical Reports 2006,14, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Mathias Hoffmann, 2005. "Proprietary Income, Entrepreneurial Risk and the Predictability of U.S. Stock Returns," Computing in Economics and Finance 2005 229, Society for Computational Economics.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2005.
"Consumption, Wealth and Business Cycles in Germany,"
CESifo Working Paper Series
1443, CESifo.
- Britta Hamburg & Mathias Hoffmann & Joachim Keller, 2008. "Consumption, wealth and business cycles in Germany," Empirical Economics, Springer, vol. 34(3), pages 451-476, June.
- Mathias Hoffmann & Ulrich Woitek, 2011. "Emerging from the war: Gold Standard mentality, current accounts and the international business cycle 1885-1939," ECON - Working Papers 057, Department of Economics - University of Zurich.
- Mathias Hoffmann, 2014. "The Consumption–Income Ratio, Entrepreneurial Risk, and the U.S. Stock Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(6), pages 1259-1292, September.
- Beneš, Jaromír & Vávra, David, 2005. "Eigenvalue filtering in VAR models with application to the Czech business cycle," Working Paper Series 549, European Central Bank.
- Hoffman, Mathias, 2001.
"The Relative Dynamics of Investment and the Current Account in the G7-Economies,"
Economic Journal, Royal Economic Society, vol. 111(471), pages 148-163, May.
Cited by:
- Giancarlo Corsetti & Panagiotis T. Konstantinou, 2012.
"What Drives US Foreign Borrowing? Evidence on the External Adjustment to Transitory and Permanent Shocks,"
American Economic Review, American Economic Association, vol. 102(2), pages 1062-1092, April.
- Corsetti, Giancarlo & Konstantinou, Panagiotis, 2009. "What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks," CEPR Discussion Papers 7134, C.E.P.R. Discussion Papers.
- Giancarlo Corsetti & Panagiotis Th. Konstantinou, 2009. "What Drives US Foreign Borrowing? Evidence on External Adjustment to Transitory and Permanent Shocks," Discussion Paper Series 2009_03, Department of Economics, University of Macedonia, revised Jan 2009.
- Michel Normandin & Bruno Powo Fosso, 2005.
"Global versus Country-Specific Shocks and International Business Cycles,"
Cahiers de recherche
05-07, HEC Montréal, Institut d'économie appliquée.
- Boileau, Martin & Normandin, Michel & Powo Fosso, Bruno, 2010. "Global versus country-specific shocks and international business cycles," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 1-16, March.
- Michel Normandin & Bruno Powo Fosso, 2006. "Global versus Country-Specific Shocks and International Business Cycles," Cahiers de recherche 0601, CIRPEE.
- Hoffmann, Mathias, 2013.
"What drives China's current account?,"
Journal of International Money and Finance, Elsevier, vol. 32(C), pages 856-883.
- Mathias Hoffmann, 2010. "What Drives China's Current Account?," Working Papers 112010, Hong Kong Institute for Monetary Research.
- Matthieu Bussiere & Georgios Chortareas & Rebecca Driver, 2003.
"Current Accounts, Net Foreign Assets and the Implications of Cyclical Factors,"
Eastern Economic Journal, Eastern Economic Association, vol. 29(2), pages 269-286, Spring.
- Matthieu Bussiere & Georgios Chortareas & Rebecca L Driver, 2003. "Current accounts, net foreign assets and the implications of cyclical factors," Bank of England working papers 173, Bank of England.
- Ghassan, Hassan B. & Al-Jefri, Essam H., 2016. "الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي [The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR]," MPRA Paper 80302, University Library of Munich, Germany, revised Jun 2017.
- Jonas Meuli & Thomas Nellen & Thomas Nitschka, 2021. "Covered bonds, loan growth and bank funding: The Swiss experience since 1932," International Finance, Wiley Blackwell, vol. 24(1), pages 77-94, April.
- Thomas Nitschka, 2005.
"The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability,"
Money Macro and Finance (MMF) Research Group Conference 2005
22, Money Macro and Finance Research Group.
- Nitschka, Thomas, 2006. "The U.S. consumption-wealth ratio and foreign stock markets: International evidence for return predictability," Technical Reports 2006,11, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Souki, Kaouthar & Enders, Walter, 2008. "Assessing the importance of global shocks versus country-specific shocks," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1420-1429, December.
- Notz, Stefan & Rosenkranz, Peter, 2021. "Business cycles in emerging markets: The role of liability dollarization and valuation effects," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 424-450.
- Elif Arbatli, 2008.
"Futures Markets, Oil Prices and the Intertemporal Approach to the Current Account,"
Staff Working Papers
08-48, Bank of Canada.
- Elif C. Arbatli, 2009. "Futures Markets, Oil Prices, and the Intertemporal Approach to the Current Account," 2009 Meeting Papers 406, Society for Economic Dynamics.
- John C. Bluedorn, 2005.
"Hurricanes: Intertemporal Trade and Capital Shocks,"
Economics Papers
2005-W22, Economics Group, Nuffield College, University of Oxford.
- John C. Bluedorn, 2005. "Hurricanes: Intertemporal Trade and Capital Shocks," Economics Series Working Papers 241, University of Oxford, Department of Economics.
- Stefan Notz & Peter Rosenkranz, 2014. "Business cycles in emerging markets: the role of liability dollarization and valuation effects," ECON - Working Papers 163, Department of Economics - University of Zurich.
- César R. Sobrino & Ellis Heath, 2024. "Current account dynamics: A SVAR analysis when the country‐specific shocks are correlated at leads," Manchester School, University of Manchester, vol. 92(2), pages 171-190, March.
- Giancarlo Corsetti & Panagiotis T. Konstantinou, 2012.
"What Drives US Foreign Borrowing? Evidence on the External Adjustment to Transitory and Permanent Shocks,"
American Economic Review, American Economic Association, vol. 102(2), pages 1062-1092, April.